434 citations
- Rutgers, The State University of New JerseyUS14 papers
- Centre National de la Recherche ScientifiqueFR8 papers
- Hungarian Academy of SciencesHU8 papers
- University of ChicagoUS8 papers
- Bar-Ilan UniversityIL6 papers
- University of California, BerkeleyUS6 papers
- University of WashingtonUS5 papers
- Weizmann Institute of ScienceIL5 papers
- Ben-Gurion University of the NegevIL4 papers
- Hebrew CollegeUS4 papers
- Laboratoire Aimé CottonFR4 papers
- Tel Aviv UniversityIL4 papers
10 papers · 1 filter
On Sequential Estimation and Prediction for Discrete Time Series
G. Morvai, B. Weiss
The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process has been considered by many authors fr…
Order estimation of Markov chains
G. Morvai, B. Weiss
We describe estimators , which when applied to an unknown stationary process taking values from a countable alphabet , converge almost surely to …
Prediction for discrete time series
G. Morvai, B. Weiss
Let be a stationary and ergodic time series taking values from a finite or countably infinite set . Assume that the distribution of the process is otherwise unk…
Intermittent estimation of stationary time series
G. Morvai, B. Weiss
Let be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of based on the observ…
Forecasting for stationary binary time series
Gusztav Morvai, Benjamin Weiss
The forecasting problem for a stationary and ergodic binary time series is to estimate the probability that based on the observations , $0…
On classifying processes
Gusztav Morvai, Benjamin Weiss
We prove several results concerning classifications, based on successive observations of an unknown stationary and ergodic process, for membership in a given class…