5 citations · 14 across the 13 of their papers we have counts for
8 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…
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…
Intermittent estimation of stationary time series
G. Morvai, B. Weiss
Let be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of based on the observ…
Forecasting for stationary binary time series
Gusztav Morvai, Benjamin Weiss
The forecasting problem for a stationary and ergodic binary time series is to estimate the probability that based on the observations , $0…