Statistical estimation requires unbounded memory
classification
📊 stat.CO
keywords
bounded-memorystatisticalvariousapproximationsautomataconsistentestimationestimators
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We investigate the existence of bounded-memory consistent estimators of various statistical functionals. This question is resolved in the negative in a rather strong sense. We propose various bounded-memory approximations, using techniques from automata theory and stochastic processes. Some questions of potential interest are raised for future work.
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