A versatile scheme for predicting renewal times

G. Morvai, Benjamin Weiss

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)348-358
Number of pages11
JournalKybernetika
Volume52
Issue number3
DOIs
Publication statusPublished - 2016

Fingerprint

Renewal
Tend
Zero
Stopping Time
Waiting Time
Instant
Norm

Keywords

  • Nonparametric estimation
  • Stationary processes

ASJC Scopus subject areas

  • Software
  • Artificial Intelligence
  • Control and Systems Engineering
  • Information Systems
  • Theoretical Computer Science
  • Electrical and Electronic Engineering

Cite this

A versatile scheme for predicting renewal times. / Morvai, G.; Weiss, Benjamin.

In: Kybernetika, Vol. 52, No. 3, 2016, p. 348-358.

Research output: Contribution to journalArticle

Morvai, G. ; Weiss, Benjamin. / A versatile scheme for predicting renewal times. In: Kybernetika. 2016 ; Vol. 52, No. 3. pp. 348-358.
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