We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a stationary and ergodic random process then the average...

We show the equivalence between the Boente et al. concepts of weak and strong resistance for estimators invariant under permutations in the case of discrete time stationary ergodic stochastic processes depending on a finite-dimensional real parameter.