Universal rates for estimating the residual waiting time in an intermittent way

Title:

Universal rates for estimating the residual waiting time in an intermittent way

Creator:

Morvai, Gusztáv and Weiss, Benjamin

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:8304ac0f-50b4-4e01-962c-22263f4f9d4e
uuid:8304ac0f-50b4-4e01-962c-22263f4f9d4e
doi:10.14736/kyb-2020-4-0601

Subject:

renewal theory, statistical learning, statistical inference, and prediction methods

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

A simple renewal process is a stochastic process {Xn} taking values in {0,1} where the lengths of the runs of 1's between successive zeros are independent and identically distributed. After observing X0,X1,…Xn one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional distribution of the time to renewal.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

601-616

Source:

Kybernetika | 2020 Volume:56 | Number:4

Harvested from:

CDK

Metadata only:

false