52 citations · 75 across the 17 of their papers we have counts for
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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…
stat.ME2008
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…