2 citations · 4 across the 5 of their papers we have counts for
5 papers
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…
Nonparametric sequential prediction of time series
Gérard Biau, Kevin Bleakley, László Györfi +1
Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop nonparametric prediction s…
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…
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…
Queueing for ergodic arrivals and services
L. Gyorfi, G. Morvai
In this paper we revisit the results of Loynes (1962) on stability of queues for ergodic arrivals and services, and show examples when the arrivals are bounded and ergodic, the ser…