Inferring the residual waiting time for binary stationary time series

Title:

Inferring the residual waiting time for binary stationary time series

Creator:

Morvai, Gusztáv and Weiss, Benjamin

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f6dc3c5e-53cc-4f4e-b3ad-03686f8341af
uuid:f6dc3c5e-53cc-4f4e-b3ad-03686f8341af

Subject:

nonparametric estimation and stationary processes

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

For a binary stationary time series define σn 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 σn 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.

Language:

English

Rights:

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

Coverage:

[869]-882

Source:

Kybernetika | 2014 Volume:50 | Number:6

Harvested from:

CDK

Metadata only:

false