Inferring the residual waiting time for binary stationary time series

G. Morvai, Benjamin Weiss

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

For a binary stationary time series define 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 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.

Original languageEnglish
Pages (from-to)869-882
Number of pages14
JournalKybernetika
Volume50
Issue number6
DOIs
Publication statusPublished - 2014

Fingerprint

Stationary Time Series
Stopping Time
Waiting Time
Time series
Binary
Density Estimates
Renewal Process
Conditional Expectation
Renewal
Zero
Stationary Process
Conditional Distribution
Consecutive
Estimator
Output

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

Inferring the residual waiting time for binary stationary time series. / Morvai, G.; Weiss, Benjamin.

In: Kybernetika, Vol. 50, No. 6, 2014, p. 869-882.

Research output: Contribution to journalArticle

Morvai, G. ; Weiss, Benjamin. / Inferring the residual waiting time for binary stationary time series. In: Kybernetika. 2014 ; Vol. 50, No. 6. pp. 869-882.
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