A simple randomized algorithm for sequential prediction of ergodic time series
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Publication:4503433
DOI10.1109/18.796420zbMath0951.62080arXiv0805.3091MaRDI QIDQ4503433
Gusztáv Morvai, László Györfi, Gábor Lugosi
Publication date: 7 September 2000
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.3091
62M20: Inference from stochastic processes and prediction
62L99: Sequential statistical methods
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
60G25: Prediction theory (aspects of stochastic processes)
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