Estimating the conditional expectations for continuous time stationary processes

DOI10.14736/KYB-2020-3-0410MaRDI QIDQ5122258zbMATH OpenOpenAlexFDO

Authors Gusztáv Morvai, Benjamin Weiss

Publication date 22 September 2020

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://real.mtak.hu/111563/1/paper.pdf

zbMATH Keywords

continuous time stationary processesnonparametric estimation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Nonparametric estimation (62G05)

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Cited in

(6)

• On universal algorithms for classifying and predicting stationary processes
• scientific article; zbMATH DE number 3883454 (Why is no real title available?)
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• A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems
• Estimating conditional occupation‐time distributions for dependent sequences
• Consistency, integrability and asymptotic normality for some intermittent estimators

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