ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
نویسندگان
چکیده
منابع مشابه
On Sequential Estimation and Prediction for Discrete Time Series
The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process X0,X1, ...Xn has been considered by many authors from different points of view. It has long been known through the work of D. Bailey that no universal estimator for P(Xn+1|X0,X1, ...Xn) can be found which converges to the true estimator almost surely. Despite this result,...
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ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2007
ISSN: 0219-4937,1793-6799
DOI: 10.1142/s021949370700213x