76 citations · 183 across the 21 of their papers we have counts for
21 papers
Nonparametric sequential prediction for stationary processes
Gusztáv Morvai, Benjamin Weiss
We study the problem of finding an universal estimation scheme , which will satisfy \lim_{t\rightarrow\infty}{\frac{1}{t}}\sum_{i=1}^t|h…
On universal estimates for binary renewal processes
Gusztáv Morvai, Benjamin Weiss
A binary renewal process is a stochastic process taking values in where the lengths of the runs of 1's between successive zeros are independent. After observing…
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…
A simple randomized algorithm for sequential prediction of ergodic time series
L. Györfi, G. Lugosi, G. Morvai
We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual se…
Weakly Convergent Nonparametric Forecasting of Stationary Time Series
G. Morvai, S. Yakowitz, P. Algoet
The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are k…
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…