most citedInferring the conditional mean

11 citations · 15 across the 6 of their papers we have counts for

collaborators

6 papers

cs.IT2008

Estimating the Lengths of Memory Words

Gusztav Morvai, Benjamin Weiss

For a stationary stochastic process with values in some set , a finite word is called a memory word if the conditional probability of given the past…

math.PR2008

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…

math.PR2007

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…

math.PR20074 cited

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…

math.PR2007

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…

math.PR200711 cited

Inferring the conditional mean

Gusztav Morvai, Benjamin Weiss

Consider a stationary real-valued time series with a priori unknown distribution. The goal is to estimate the conditional expectation $E(X_{n+1}|X_0,..., X…