G. Morvai, S. Yakowitz, L. Györfi (1996) "An algorithm for nonparametric forecasting for ergodic, stationary time series" Annals of Statistics, 24, pp. 370-379. PDF

L. Györfi, G. Morvai, S. Yakowitz (1998) "Limits to consistent on-line forecasting for ergodic time series" IEEE Trans. Information Theory, 44, pp. 886-892. PDF

L. Györfi, G. Lugosi, G. Morvai (1999) "A simple randomized algorithm for consistent sequential prediction of ergodic time series" IEEE Trans. Information Theory, 45, pp. 2642-2650. PDF

L. Györfi, G. Lugosi (2001) "Strategies for sequential prediction of stationary time series", in Modeling Uncertainity: An Examination of its Theory, Methods and Applications, M. Dror, P.L. Ecuyer, F. Szidarovszky (Eds.), pp. 225-248, Kluwer. PDF

C. Allenberg, P. Auer, L. Györfi, Gy. Ottucsák (2006) "Hannan consistency in on-line learning in case of unbounded losses under partial monitoring," in ALT 2006, Barcelona, Spain, October 7-10, 2006, Lecture Notes on Artificial Intelligence, 4264, pp. 229-243. PDF

L. Györfi, Gy. Ottucsák (2007) "Sequential prediction of unbounded stationary time series", IEEE Trans. Information Theory, 53, pp. 1866-1872. PDF