Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series

DOI10.1109/TIT.2009.2025546zbMath1367.62095OpenAlexW2108214917MaRDI QIDQ4973999

Boris Ya. Ryabko

Publication date: 8 August 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2009.2025546

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Coding theorems (Shannon theory) (94A24)

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