Prediction for discrete time series

DOI10.1007/s00440-004-0386-3zbMath1061.62148arXiv0711.0471OpenAlexW2100224459MaRDI QIDQ1775516

Gusztáv Morvai, Benjamin Weiss

Publication date: 3 May 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0471

zbMATH Keywords

Nonparametric estimationStationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (10)

A notion of synchronization of symbolic dynamics and a class of \(C ^{\ast }\)-algebras ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ Empirical risk minimization and complexity of dynamical models ⋮ Universal rates for estimating the residual waiting time in an intermittent way ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ Bad configurations for random walk in random scenery and related subshifts ⋮ On \(g\)-measures in symbolic dynamics ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item

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• A Note on the Ergodic Theorem of Information Theory

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