# Inferring the conditional mean - Mathematics > Probability

Abstract: Consider a stationary real-valued time series $\{X n\} {n=0}^{\infty}$ with apriori unknown distribution. The goal is to estimate the conditionalexpectation $EX {n+1}|X 0, ., X n$ based on the observations $X 0, .,X n$ in a pointwise consistent way. It is well known that this is not possibleat all values of $n$. We will estimate it along stopping times.

Author: Gusztav Morvai, Benjamin Weiss

Source: https://arxiv.org/