On detecting predictability of one-sided sequences

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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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Bibliographic Details
Main Author:	Dokuchaev, Nikolai
Format:	Journal Article
Published:	2017
Online Access:	http://hdl.handle.net/20.500.11937/52337

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