Nonparametric sequential prediction for stationary processes

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

zbMATH Keywords

stationary processesnonparametric predicton

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item

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