Consistency, integrability and asymptotic normality for some intermittent estimators
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Cites work
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- A note on prediction for discrete time series
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- Cutting and stacking: a method for constructing stationary processes
- Estimating the conditional expectations for continuous time stationary processes
- Estimating the Lengths of Memory Words
- Experimental investigation of forecasting methods based on data compression algorithms
- Finitarily deterministic generators for zero entropy systems
- Forecasting for stationary binary time series
- Forward estimation for ergodic time series
- Guessing the next output of a stationary process
- scientific article; zbMATH DE number 5960587 (Why is no real title available?)
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- scientific article; zbMATH DE number 1399413 (Why is no real title available?)
- Inferring the conditional mean
- Intermittent Estimation for Gaussian Processes
- Intermittent estimation of stationary time series
- Limitations on intermittent forecasting
- Limits to consistent on-line forecasting for ergodic time series
- Nonparametric inference for ergodic, stationary time series
- Nonparametric sequential prediction for stationary processes
- On asymptotic and finite-time optimality of Bayesian predictors
- On classifying processes
- On estimating the memory for finitarily Markovian processes
- On optimal sequential prediction for general processes
- ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
- On universal algorithms for classifying and predicting stationary processes
- Order Estimation of Markov Chains
- Prediction of random sequences and universal coding
- Sequential Prediction of Unbounded Stationary Time Series
- Strongly consistent online forecasting of centered Gaussian processes
- The strong law of large numbers for sequential decisions under uncertainty
- Universal prediction
- Universal rates for estimating the residual waiting time in an intermittent way.
- Universal schemes for learning the best nonlinear predictor given the infinite past and side information
- Universal schemes for prediction, gambling and portfolio selection
- Weakly convergent nonparametric forecasting of stationary time series
- Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series
- Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates
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