Abstract
We study nonparametric estimates of E[Yn|Xn] of the form ∑i=1n-1 Wni(X1,..., Xn)Yi based on Xn and data {(Xi, Yi)}i=1n-1. Our work analyzes the case where {Xi} is a completely arbitrary random process. Conditions on the weights are established so that the time-average of the estimation errors converges to zero. One consequence of our work is a recovery and extension of some classical results to stationary processes in separable metric spaces.
Original language | English (US) |
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Pages | 251 |
Number of pages | 1 |
State | Published - 1995 |
Event | Proceedings of the 1995 IEEE International Symposium on Information Theory - Whistler, BC, Can Duration: Sep 17 1995 → Sep 22 1995 |
Other
Other | Proceedings of the 1995 IEEE International Symposium on Information Theory |
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City | Whistler, BC, Can |
Period | 9/17/95 → 9/22/95 |
All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Information Systems
- Modeling and Simulation
- Applied Mathematics