Limits to consistent on-line forecasting for ergodic time series

Limits to consistent on-line forecasting for ergodic time series (1998)

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by L. Györfi, et al.

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@MISC{Györfi98limitsto,
    author = {L. Györfi and et al.},
    title = {Limits to consistent on-line forecasting for ergodic time series},
    year = {1998}
}

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264	Interpolation and Smoothing of Stationary Time - Wiener, Extrapolation - 1950
209	Ergodic Theory and Information - Billingsley - 1965
57	Universal Schemes for Prediction, Gambling and Portfolio Selection.” The Annals of Probability, 20: 901–941. See also an important Correction, The Annals of Probability - Algoet - 1992
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4	Nonparametric Curve Estimation from Time Series - Vieu - 1990
3	Distribution-free exponential upper bound on the L1 error of partitioning estimates of a regression function - Devroye, Györfi - 1983
3	Kernel density estimation from ergodic sample is not universally consistent - Györfi, Lugosi - 1992
3	The L1 and L2 strong consistency of recursive kernel density estimation from dependent samples - Györfi, Masry - 1990
2	Nonparametric estimation in Markov processes,” Ann - Roussas - 1969
1	Weakly convergent nonpapametric forecasting of stationary time series - Morvai, Yakowitz, et al. - 1997