5 citations · 11 across the 10 of their papers we have counts for
6 papers · 2 filters
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…
On classifying processes
Gusztav Morvai, Benjamin Weiss
We prove several results concerning classifications, based on successive observations of an unknown stationary and ergodic process, for membership in a given class…
Limitations on intermittent forecasting
Gusztav Morvai, Benjamin Weiss
Bailey showed that the general pointwise forecasting for stationary and ergodic time series has a negative solution. However, it is known that for Markov chains the problem can be…