Inferring the residual waiting time for binary stationary time series
نویسندگان
چکیده
منابع مشابه
Inferring the residual waiting time for binary stationary time series
For a binary stationary time series define σn to be the number of consecutive ones up to the first zero encountered after time n, and consider the problem of estimating the conditional distribution and conditional expectation of σn after one has observed the first n outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for ...
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ژورنال
عنوان ژورنال: Kybernetika
سال: 2014
ISSN: 0023-5954,1805-949X
DOI: 10.14736/kyb-2014-6-0869