Nonparametric Statistical Inference for Ergodic Processes
نویسندگان
چکیده
منابع مشابه
Nonparametric inference for ergodic, stationary time series
Nonparametric inference for ergodic, stationary time series. Abstract The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a strongly consistent estimator for the conditional probability of the next observation, given the infinite past. Ornstein gave such a construction for...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2010
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2009.2039169