Limits to classification and regression estimation from ergodic processes

DOI10.1214/AOS/1018031110MaRDI QIDQ1807170zbMATH OpenOpenAlexFDO

Authors Andrew B. Nobel

Publication date 9 November 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1018031110

zbMATH Keywords

counterexamplesergodic processesreduction arguments

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Inference from stochastic processes (62M99) Stationary stochastic processes (60G10)

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• scientific article; zbMATH DE number 775741 (Why is no real title available?)
• scientific article; zbMATH DE number 893887 (Why is no real title available?)
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• Consistent nonparametric regression. Discussion
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• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
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• Stochastic curve estimation
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• Universal schemes for prediction, gambling and portfolio selection
• Weakly convergent nonparametric forecasting of stationary time series

Cited in

(11)

• On universal estimates for binary renewal processes
• Learning theory estimates with observations from general stationary stochastic processes
• ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
• Computational Limits to Nonparametric Estimation for Ergodic Processes
• scientific article; zbMATH DE number 7415073 (Why is no real title available?)
• Hypothesis testing for families of ergodic processes
• The \(\bar d\)-recognition of processes
• On universal algorithms for classifying and predicting stationary processes
• Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise
• Learning from dependent observations
• Fast learning from \(\alpha\)-mixing observations

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