Intermittent Estimation for Gaussian Processes
Gábor Molnár-Sáska, Gusztáv Morvai · IEEE Transactions on Information Theory · 2010
Let {Xn}n=0¿be a stationary real-valued Gaussian time series. We estimate the conditional expectation E(Xn+1|X0, ...,Xn) from a growing number of observations X0,..., Xnin a pointwise consistent way along a sequence of stopping times.