On universal estimates for binary renewal processes

DOI10.1214/07-AAP512zbMath1158.62053arXiv0811.2076MaRDI QIDQ957527

Benjamin Weiss, Gusztáv Morvai

Publication date: 27 November 2008

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

Full work available at URL: https://arxiv.org/abs/0811.2076

zbMATH Keywords

predictionrenewal theoryestimatebinary renewal process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Order statistics; empirical distribution functions (62G30) Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25) Optimal stopping in statistics (62L15) Prediction theory (aspects of stochastic processes) (60G25) Renewal theory (60K05)

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