Limits to classification and regression estimation from ergodic processes

DOI10.1214/aos/1018031110zbMath0933.62033OpenAlexW1571830002MaRDI QIDQ1807170

Andrew B. Nobel

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1018031110

zbMATH Keywords

counterexamplesergodic processesreduction arguments

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Stationary stochastic processes (60G10) Inference from stochastic processes (62M99)

Related Items (9)

Hypothesis testing for families of ergodic processes ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ Fast learning from \(\alpha\)-mixing observations ⋮ Learning Theory Estimates with Observations from General Stationary Stochastic Processes ⋮ On universal estimates for binary renewal processes ⋮ Learning from dependent observations ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise ⋮ Unnamed Item

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