76 citations · 130 across the 4 of their papers we have counts for
4 papers
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…
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…
Limits to consistent on-line forecasting for ergodic time series
L. Gyorfi, G. Morvai, S. Yakowitz
This study concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some o…
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…