Inferring the residual waiting time for binary stationary time series

Gusztáv Morvai, Benjamin Weiss

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

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
StatePublished - 2014

Keywords

  • Nonparametric estimation
  • Stationary processes

Fingerprint

Dive into the research topics of 'Inferring the residual waiting time for binary stationary time series'. Together they form a unique fingerprint.

Cite this