| Title:
|
Universal rates for estimating the residual waiting time in an intermittent way (English) |
| Author:
|
Morvai, Gusztáv |
| Author:
|
Weiss, Benjamin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
56 |
| Issue:
|
4 |
| Year:
|
2020 |
| Pages:
|
601-616 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
A simple renewal process is a stochastic process $\{X_n\}$ taking values in $\{0,1\}$ where the lengths of the runs of $1$'s between successive zeros are independent and identically distributed. After observing ${X_0, X_1, \ldots X_n}$ one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional distribution of the time to renewal. (English) |
| Keyword:
|
statistical learning |
| Keyword:
|
statistical inference |
| Keyword:
|
prediction methods |
| Keyword:
|
renewal theory |
| MSC:
|
60G25 |
| MSC:
|
60K05 |
| idZBL:
|
Zbl 07286038 |
| idMR:
|
MR4168527 |
| DOI:
|
10.14736/kyb-2020-4-0601 |
| . |
| Date available:
|
2020-10-30T16:19:39Z |
| Last updated:
|
2021-02-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/148374 |
| . |
| Reference:
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