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Problemy Peredachi Informatsii, 1989, Volume 25, Issue 4, Pages 35–49
(Mi ppi671)
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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
Citation:
V. G. Vovk, “Prediction of Stochastic Sequences”, Probl. Peredachi Inf., 25:4 (1989), 35–49; Problems Inform. Transmission, 25:4 (1989), 285–296
Linking options:
https://www.mathnet.ru/eng/ppi671 https://www.mathnet.ru/eng/ppi/v25/i4/p35
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