Consistency, integrability and asymptotic normality for some intermittent estimators
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- 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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