Limits to classification and regression estimation from ergodic processes

DOI10.1214/AOS/1018031110zbMATH Open0933.62033OpenAlexW1571830002MaRDI QIDQ1807170FDOQ1807170

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

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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)

Cites Work

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Cited In (11)

• On universal estimates for binary renewal processes
• ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
• Computational Limits to Nonparametric Estimation for Ergodic Processes
• Title not available (Why is that?)
• 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
• Fast learning from \(\alpha\)-mixing observations
• Learning from dependent observations
• Learning theory estimates with observations from general stationary stochastic processes

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