On optimal sequential prediction for general processes
From MaRDI portal
Publication:4679882
DOI10.1109/TIT.2002.806141zbMath1063.94516MaRDI QIDQ4679882
Publication date: 31 May 2005
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sequential estimation (62L12)
Related Items (12)
Ergodicity, Decisions, and Partial Information ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ Universal rates for estimating the residual waiting time in an intermittent way ⋮ Nonparametric sequential prediction of time series ⋮ Nonparametric sequential prediction for stationary processes ⋮ Universal codes as a basis for time series testing ⋮ Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series ⋮ Universal codes as a basis for nonparametric testing of serial independence for time series ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Experimental investigation of forecasting methods based on data compression algorithms
This page was built for publication: On optimal sequential prediction for general processes
