Limits to classification and regression estimation from ergodic processes

DOI10.1214/aos/1018031110zbMath0933.62033MaRDI QIDQ1807170

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

counterexamples; ergodic processes; reduction arguments

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

60G10: Stationary stochastic processes

62M99: Inference from stochastic processes

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Hypothesis testing for families of ergodic processes, On universal estimates for binary renewal processes, Learning from dependent observations, Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise, ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES

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