| Title:
|
A versatile scheme for predicting renewal times (English) |
| Author:
|
Morvai, Gusztáv |
| Author:
|
Weiss, Benjamin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
52 |
| Issue:
|
3 |
| Year:
|
2016 |
| Pages:
|
348-358 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
There are two kinds of universal schemes for estimating residual waiting times, those where the error tends to zero almost surely and those where the error tends to zero in some integral norm. Usually these schemes are different because different methods are used to prove their consistency. In this note we will give a single scheme where the average error is eventually small for all time instants, while the error itself tends to zero along a sequence of stopping times of density one. (English) |
| Keyword:
|
nonparametric estimation |
| Keyword:
|
stationary processes |
| MSC:
|
60G10 |
| MSC:
|
60G25 |
| MSC:
|
62G05 |
| idZBL:
|
Zbl 06644299 |
| idMR:
|
MR3532511 |
| DOI:
|
10.14736/kyb-2016-3-0348 |
| . |
| Date available:
|
2016-07-17T12:12:36Z |
| Last updated:
|
2018-01-10 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/145780 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
|
[9] Morvai, G., Weiss, B.: Estimating the residual waiting time for binary stationary time series..In: Proceedings of ITW2009, Volos 2009, pp. 67-70. 10.1109/itwnit.2009.5158543 |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| . |
