Intermittent estimation of stationary time series
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DOI: 10.1007/BF02595785
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References listed on IDEAS
- László Györfi & Gábor Lugosi & Gusztáv Morvai, 1998. "A simple randomized algorithm for consistent sequential prediction of ergodic time series," Economics Working Papers 282, Department of Economics and Business, Universitat Pompeu Fabra.
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Cited by:
- Gusztav Morvav & Benjamin Weiss, 2007. "On Sequential Estimation and Prediction for Discrete Time Series," Discussion Paper Series dp464, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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Keywords
Nonparametric estimation; stationary processes; 62G05; 60G25; 60G10;All these keywords.
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Statistics
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