Инд. авторы:	Ryabko B.Y.
Заглавие:	Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series
Библ. ссылка:	Ryabko B.Y. Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series // IEEE Transactions on Information Theory. - 2009. - Vol.55. - Iss. 9. - P.4309-4315. - ISSN 0018-9448. - EISSN 1557-9654.
Внешние системы:	DOI: 10.1109/TIT.2009.2025546; WoS: 000269154600033;
Реферат:	eng: We address the problem of online prediction for time series. We show that any universal code (or a universal data compressor) can be used as a basis for constructing asymptotically optimal methods for this problem for a certain class of stationary and ergodic processes.
Издано:	2009
Физ. характеристика:	с.4309-4315