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Problemy Peredachi Informatsii, 2007, Volume 43, Issue 4, Pages 109–123 (Mi ppi31)  
Source Coding

Application of Data Compression Methods to Nonparametric Estimation of Characteristics of Discrete-Time Stochastic Processes

B. Ya. Ryabkoab

a Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences
b Siberian State University of Telecommunications and Informatics
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Abstract: 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.
Received: 09.04.2007
Revised: 31.07.2007
English version:
Problems of Information Transmission, 2007, Volume 43, Issue 4, Pages 367–379
DOI: https://doi.org/10.1134/S0032946007040096
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: B. Ya. Ryabko, “Application of Data Compression Methods to Nonparametric Estimation of Characteristics of Discrete-Time Stochastic Processes”, Probl. Peredachi Inf., 43:4 (2007), 109–123; Problems Inform. Transmission, 43:4 (2007), 367–379
Citation in format AMSBIB
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    		Проблемы передачи информации Problems of Information Transmission
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