Asymptotically Optimal Prediction for Time-Varying Data Generating Processes

Keyphrases

• Time-varying Data 100%
• Asymptotically Optimal 100%
• Optimal Prediction 100%
• Data Generating Process 100%
• Kinetic Prediction 100%
• Structural Change 50%
• Numerical Results 50%
• Discretized 50%
• Nonparametric 50%
• Family of Distributions 50%
• Performance Prediction 50%
• Kolmogorov 50%
• Oracle 50%
• Wide Applicability 50%
• Function Space 50%
• Almost Surely 50%
• Parametric Distribution 50%
• Continuous Function Space 50%
• Sequential Monte Carlo 50%

Mathematics

• Generating Distribution 100%
• Parametric 66%
• Function Space 66%
• Predictive Performance 33%
• Continuous Function 33%
• Monte Carlo 33%
• Structural Change 33%