Sequential Prediction of Unbounded Stationary Time Series

DOI10.1109/TIT.2007.894660MaRDI QIDQ3548154zbMATH OpenOpenAlexFDO

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2007.894660

time series pattern recognition on-line learning universal consistency sequential prediction

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20) Pattern recognition, speech recognition (68T10)

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