Intermittent estimation of stationary time series (Q2387490): Difference between revisions

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+Universal schemes for prediction, gambling and portfolio selection
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+The strong law of large numbers for sequential decisions under uncertainty
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+Universal schemes for learning the best nonlinear predictor given the infinite past and side information
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+The consistency of the BIC Markov order estimator.
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+A simple randomized algorithm for sequential prediction of ergodic time series
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+Limits to consistent on-line forecasting for ergodic time series
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+Random Markov processes and uniform martingales
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+Strongly mixing g-measures
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+Forecasting for stationary binary time series
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+Weakly convergent nonparametric forecasting of stationary time series
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+Nonparametric inference for ergodic, stationary time series
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+Guessing the next output of a stationary process
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+Entropy and data compression schemes
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+Cutting and stacking: a method for constructing stationary processes
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