Nonparametric sequential prediction for stationary processes

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Publication:533751


DOI10.1214/10-AOP576zbMath1301.60052arXiv1104.1555MaRDI QIDQ533751

Gusztáv Morvai, Benjamin Weiss

Publication date: 6 May 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1555


62G05: Nonparametric estimation

60G10: Stationary stochastic processes

60G25: Prediction theory (aspects of stochastic processes)


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