| Title:
|
Inferring the residual waiting time for binary stationary time series (English) |
| Author:
|
Morvai, Gusztáv |
| Author:
|
Weiss, Benjamin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
50 |
| Issue:
|
6 |
| Year:
|
2014 |
| Pages:
|
869-882 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
For a binary stationary time series define $\sigma_n$ to be the number of consecutive ones up to the first zero encountered after time $n$, and consider the problem of estimating the conditional distribution and conditional expectation of $\sigma_n$ after one has observed the first $n$ outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the renewal state the stopping times along which we estimate have density one. (English) |
| Keyword:
|
nonparametric estimation |
| Keyword:
|
stationary processes |
| MSC:
|
60G10 |
| MSC:
|
60G25 |
| MSC:
|
60G40 |
| MSC:
|
60K05 |
| MSC:
|
62G05 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 1308.62067 |
| idMR:
|
MR3301776 |
| DOI:
|
10.14736/kyb-2014-6-0869 |
| . |
| Date available:
|
2015-01-13T09:46:56Z |
| Last updated:
|
2016-01-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144113 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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