Estimating the residual waiting time for binary stationary time series

Gusztáv Morvai; Benjamin Weiss

doi:10.1109/ITWNIT.2009.5158543

Estimating the residual waiting time for binary stationary time series

Gusztáv Morvai^*, Benjamin Weiss

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Scopus citations

Abstract

We present here a universal estimation scheme for the problem of estimating the residual waiting time until the next occurrence of a zero after observing the first n outputs of a stationary and ergodic binary process. The scheme will involve estimating only at carefully selected stopping times but will be almost surely consistent. In case the process happens to be a genuine renewal process then our stopping times will have asymptotic density one.

Original language	English
Title of host publication	Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009
Pages	67-70
Number of pages	4
DOIs	https://doi.org/10.1109/ITWNIT.2009.5158543
State	Published - 2009
Event	2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009 - Volos, Greece Duration: 10 Jun 2009 → 12 Jun 2009

Publication series

Name	Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009

Conference

Conference	2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009
Country/Territory	Greece
City	Volos
Period	10/06/09 → 12/06/09

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10.1109/ITWNIT.2009.5158543

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Morvai, G., & Weiss, B. (2009). Estimating the residual waiting time for binary stationary time series. In Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009 (pp. 67-70). Article 5158543 (Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009). https://doi.org/10.1109/ITWNIT.2009.5158543

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title = "Estimating the residual waiting time for binary stationary time series",

abstract = "We present here a universal estimation scheme for the problem of estimating the residual waiting time until the next occurrence of a zero after observing the first n outputs of a stationary and ergodic binary process. The scheme will involve estimating only at carefully selected stopping times but will be almost surely consistent. In case the process happens to be a genuine renewal process then our stopping times will have asymptotic density one.",

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Morvai, G & Weiss, B 2009, Estimating the residual waiting time for binary stationary time series. in Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009., 5158543, Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009, pp. 67-70, 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009, Volos, Greece, 10/06/09. https://doi.org/10.1109/ITWNIT.2009.5158543

Estimating the residual waiting time for binary stationary time series. / Morvai, Gusztáv; Weiss, Benjamin.
Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009. 2009. p. 67-70 5158543 (Proceedings - 2009 IEEE Information Theory Workshop on Networking and Information Theory, ITW 2009).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Estimating the residual waiting time for binary stationary time series

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