Инд. авторы:	Ryabko B.Ya.
Заглавие:	Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes
Библ. ссылка:	Ryabko B.Ya. Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes // Problems of Information Transmission. - 2007. - Vol.43. - Iss. 4. - P.367-379. - ISSN 0032-9460. - EISSN 1608-3253.
Внешние системы:	DOI: 10.1134/S0032946007040096; SCOPUS: 2-s2.0-45349093543;
Реферат:	eng: Discrete-time stochastic processes generating elements of either a finite set (alphabet) or a real line interval are considered. Problems of estimating limiting (or stationary) probabilities and densities are considered, as well as classification and prediction problems. We show that universal coding (or data compression) methods can be used to solve these problems. © Pleiades Publishing, Inc. 2007.
Ключевые слова:	compression methods; Stochastic programming; Set theory; Programming theory; Continuous time systems; Estimation; Finite difference method; Data compression; Universal coding; Stochastic processing; Real line; Non-parametric estimations; Discrete time (DT); Finite sets;
Издано:	2007
Физ. характеристика:	с.367-379