On Universal Estimates for Binary Renewal Processes
A binary renewal process is a stochastic process $\{X_{n}\}$ taking values in {0, 1} where the lengths of the runs of 1's between successive zeros are independent. After observing X₀, X₁,..., $X_{n}$ one would like to predict the future behavior, and the problem of universal estimators is to do...
| Veröffentlicht in: | The Annals of Applied Probability. - Institute of Mathematical Statistics. - 18(2008), 5, Seite 1970-1992 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2008
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| Zugriff auf das übergeordnete Werk: | The Annals of Applied Probability |
| Schlagworte: | Prediction theory Renewal theory Mathematics Applied sciences Physical sciences Information science |
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