S. Yakowitz

most citedNonparametric inference for ergodic, stationary time series

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2007

Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences

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

Let ${(X_{i}, Y_{i})}$ be a stationary ergodic time series with $(X, Y)$ values in the product space $R^{d} ⨂ R .$ This study offers what is believed to be the first strongly c…

math.PR2007★ 2 cited

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…