most citedOn universal estimates for binary renewal processes

5 citations · 13 across the 16 of their papers we have counts for

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16 papers

math.PR20085 cited

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…

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.ST2008

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…

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

Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences

S. Yakowitz, L. Gyorfi, J. Kieffer +1

Let be a stationary ergodic time series with values in the product space This study offers what is believed to be the first strongly c…

math.PR2007

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