Limits to consistent on-line forecasting for ergodic time series
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Publication:4400311
DOI10.1109/18.661540zbMath0899.62122arXiv0712.2430OpenAlexW3100228156MaRDI QIDQ4400311
Sidney Yakowitz, László Györfi, Gusztáv Morvai
Publication date: 15 November 1998
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.2430
Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10)
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