On detecting predictability of one-sided sequences
We consider predicting and predictability for discrete time processes in a pathwise setting where only a sole one-sided semi-infinite sequence of past values is available, and where statistical properties of the ensemble of the paths are unknown. We obtain some sufficient conditions of predictabilit...
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| Format: | Journal Article |
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2017
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| Online Access: | http://hdl.handle.net/20.500.11937/52337 |