Strongly consistent online forecasting of centered Gaussian processes
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Publication:4544831
DOI10.1109/18.986054zbMath1072.60501OpenAlexW2104125428MaRDI QIDQ4544831
Publication date: 4 August 2002
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.986054
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Nonparametric estimation (62G05)
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Intermittent estimation of stationary time series ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ Nonparametric sequential prediction of time series ⋮ An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item
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