Intermittent estimation of stationary time series

DOI10.1007/BF02595785zbMath1082.62073arXiv0711.0350MaRDI QIDQ2387490

Gusztáv Morvai, Benjamin Weiss

Publication date: 5 September 2005

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0350

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (6)

ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item ⋮ 50 Years of international journal of systems science: a review of the past and trends for the future

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