Guessing the next output of a stationary process
From MaRDI portal
Publication:1249808
DOI10.1007/BF02761077zbMath0386.60032MaRDI QIDQ1249808
Publication date: 1978
Published in: Israel Journal of Mathematics (Search for Journal in Brave)
Strong limit theorems (60F15) Prediction theory (aspects of stochastic processes) (60G25) Measure-theoretic ergodic theory (28D99)
Related Items (20)
UNIVERSAL CODING AND PREDICTION ON ERGODIC RANDOM POINTS ⋮ Consistent estimation of a general nonparametric regression function in time series ⋮ Intermittent estimation of stationary time series ⋮ Nonparametric inference for ergodic, stationary time series ⋮ Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates ⋮ A NOTE ON THE LEARNING-THEORETIC CHARACTERIZATIONS OF RANDOMNESS AND CONVERGENCE ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ On unstable and unoptimal prediction ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ Structure-generating mechanisms in agent-based models ⋮ Entropy and nonlinear prediction ⋮ Regression Estimation from an Individual Stable Sequence ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Limits to classification and regression estimation from ergodic processes ⋮ Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. ⋮ Conditional expectations of stationary processes ⋮ Unnamed Item ⋮ Unnamed Item
This page was built for publication: Guessing the next output of a stationary process
