# A versatile scheme for predicting renewal times

Gusztáv Morvai; Benjamin Weiss

Kybernetika (2016)

- Volume: 52, Issue: 3, page 348-358
- ISSN: 0023-5954

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topMorvai, Gusztáv, and Weiss, Benjamin. "A versatile scheme for predicting renewal times." Kybernetika 52.3 (2016): 348-358. <http://eudml.org/doc/281541>.

@article{Morvai2016,

abstract = {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.},

author = {Morvai, Gusztáv, Weiss, Benjamin},

journal = {Kybernetika},

keywords = {nonparametric estimation; stationary processes},

language = {eng},

number = {3},

pages = {348-358},

publisher = {Institute of Information Theory and Automation AS CR},

title = {A versatile scheme for predicting renewal times},

url = {http://eudml.org/doc/281541},

volume = {52},

year = {2016},

}

TY - JOUR

AU - Morvai, Gusztáv

AU - Weiss, Benjamin

TI - A versatile scheme for predicting renewal times

JO - Kybernetika

PY - 2016

PB - Institute of Information Theory and Automation AS CR

VL - 52

IS - 3

SP - 348

EP - 358

AB - 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.

LA - eng

KW - nonparametric estimation; stationary processes

UR - http://eudml.org/doc/281541

ER -

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