Universal Estimation of Information Measures for Analog Sources
Foundations and Trends in Communications and Information Theory
IEEE Transactions on Information Theory
An impossibility result for process discrimination
ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 3
Intermittent estimation for Gaussian processes
IEEE Transactions on Information Theory
Dynamic resource allocation DAMA alternatives study for satellite communications systems
MILCOM'09 Proceedings of the 28th IEEE conference on Military communications
Journal of Multivariate Analysis
Nonparametric statistical inference for ergodic processes
IEEE Transactions on Information Theory
Long-term prediction intervals of time series
IEEE Transactions on Information Theory
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This article concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some of which are new and others are new derivations of previous findings. The contributions in this study are all negative, showing that various plausible prediction problems are unsolvable, or in other cases, are not solvable by predictors which are known to be consistent when mixing conditions hold