5 citations · 13 across the 16 of their papers we have counts for
14 papers · 1 filter
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…
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…
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…
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…
Nonparametric inference for ergodic, stationary time series
G. Morvai, S. Yakowitz, L. Gyorfi
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 st…