Intermittent estimation of stationary time series
نویسندگان
چکیده
منابع مشابه
Intermittent estimation of stationary time series
Intermittent estimation of stationary time series. Abstract Let {X n } ∞ n=0 be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of X n+1 based on the observations X i , 0 ≤ i ≤ n in a strongly consistent way. Bailey and Ryabko proved that this is not possible even for ergodic binary time series if one estimates at all values of...
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ژورنال
عنوان ژورنال: Test
سال: 2004
ISSN: 1133-0686,1863-8260
DOI: 10.1007/bf02595785