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Problemy Peredachi Informatsii, 1989, Volume 25, Issue 4, Pages 35–49 (Mi ppi671)  

Methods of Signal Processing

Prediction of Stochastic Sequences

V. G. Vovk
Abstract: The following problem is considered: given the sequence $\omega_0\omega_1\dots\omega_{n-1}$, where $\omega_i\in\{0,1\}$, estimate the probability that $\omega_n=1$. It is assumed that the generating mechanism of the sequence $\omega_0\omega_1\dots$ is sufficiently simple. Optimality of the estimators is investigated.
Received: 24.02.1988
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: V. G. Vovk, “Prediction of Stochastic Sequences”, Probl. Peredachi Inf., 25:4 (1989), 35–49; Problems Inform. Transmission, 25:4 (1989), 285–296
Citation in format AMSBIB
\Bibitem{Vov89}
\by V.~G.~Vovk
\paper Prediction of Stochastic Sequences
\jour Probl. Peredachi Inf.
\yr 1989
\vol 25
\issue 4
\pages 35--49
\mathnet{http://mi.mathnet.ru/ppi671}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1040022}
\zmath{https://zbmath.org/?q=an:0737.60031}
\transl
\jour Problems Inform. Transmission
\yr 1989
\vol 25
\issue 4
\pages 285--296
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