Intermittent estimation for Gaussian processes

Gábor Molnár-Sáska, G. Morvai

Research output: Contribution to journalArticle

Abstract

Let {Xn}n=0 be a stationary real-valued Gaussian time series. We estimate the conditional expectation E(X n+1|X0, ,Xn) from a growing number of observations X0, ,Xn in a pointwise consistent way along a sequence of stopping times.

Original languageEnglish
Article number2046219
Pages (from-to)2778-2782
Number of pages5
JournalIEEE Transactions on Information Theory
Volume56
Issue number6
DOIs
Publication statusPublished - Jun 2010

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Keywords

  • Conditional expectation
  • Estimation
  • Gaussian process
  • Stopping time

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

Cite this

Intermittent estimation for Gaussian processes. / Molnár-Sáska, Gábor; Morvai, G.

In: IEEE Transactions on Information Theory, Vol. 56, No. 6, 2046219, 06.2010, p. 2778-2782.

Research output: Contribution to journalArticle

Molnár-Sáska, Gábor ; Morvai, G. / Intermittent estimation for Gaussian processes. In: IEEE Transactions on Information Theory. 2010 ; Vol. 56, No. 6. pp. 2778-2782.
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