Gusztáv Morvai

According to our database1, Gusztáv Morvai authored at least 30 papers between 1992 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2020
Universal rates for estimating the residual waiting time in an intermittent way.
Kybernetika, 2020

Estimating the conditional expectations for continuous time stationary processes.
Kybernetika, 2020

2019
A note on discriminating Poisson processes from other point processes with stationary inter arrival times.
Kybernetika, 2019

2016
A versatile scheme for predicting renewal times.
Kybernetika, 2016

2014
Inferring the residual waiting time for binary stationary time series.
Kybernetika, 2014

2013
Universal Tests for Memory Words.
IEEE Trans. Inf. Theory, 2013

2012
A note on prediction for discrete time series.
Kybernetika, 2012

2010
Intermittent estimation for Gaussian processes.
IEEE Trans. Inf. Theory, 2010

2009
Estimating the residual waiting time for binary stationary time series.
Proceedings of the 2009 IEEE Information Theory Workshop, 2009

2008
Estimating the Lengths of Memory Words.
IEEE Trans. Inf. Theory, 2008

On Sequential Estimation and Prediction for Discrete Time Series.
CoRR, 2008

2007
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.
CoRR, 2007

Nonparametric inference for ergodic, stationary time series.
CoRR, 2007

Regression estimation from an individual stable sequence.
CoRR, 2007

Guessing the output of a stationary binary time series.
CoRR, 2007

On estimating the memory for finitarily Markovian processes.
CoRR, 2007

Forward estimation for ergodic time series.
CoRR, 2007

Prediction for discrete time series.
CoRR, 2007

Intermittent estimation of stationary time series.
CoRR, 2007

Forecasting for stationary binary time series.
CoRR, 2007

On classifying processes.
CoRR, 2007

Limitations on intermittent forecasting.
CoRR, 2007

Inferring the conditional mean.
CoRR, 2007

Queueing for ergodic arrivals and services.
CoRR, 2007

2005
Order estimation of Markov chains.
IEEE Trans. Inf. Theory, 2005

1999
A simple randomized algorithm for sequential prediction of ergodic time series.
IEEE Trans. Inf. Theory, 1999

1998
Density Estimation from an Individual Numerical Sequence.
IEEE Trans. Inf. Theory, 1998

Limits to Consistent On-Line Forecasting for Ergodic Time Series.
IEEE Trans. Inf. Theory, 1998

1997
Weakly convergent nonparametric forecasting of stationary time series.
IEEE Trans. Inf. Theory, 1997

1992
Portfolio choice based on the empirical distribution.
Kybernetika, 1992


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