Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

12

CORR
2008
Springer

favoriteEmaildiscussreport

63views Education» more CORR 2008»

Testing Statistical Hypotheses About Ergodic Processes

13 years 4 months ago

Testing Statistical Hypotheses About Ergodic Processes

Download hal.inria.fr

We propose a method for statistical analysis of time series, that allows us to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary ergodic. Namely, we consider three problems: goodness-of-fit (or identity) testing, process classification, and the change point problem. For each of the problems we construct a test that is asymptotically accurate for the case when the data is generated by stationary ergodic processes. The tests are based on empirical estimates of distributional distance.

Daniil Ryabko, Boris Ryabko

Real-time Traffic

Change Point Problem | CORR 2008 | Education | Problems | Statistical Analysis |

claim paper

Related Content

» Nonparametric statistical inference for ergodic processes

» Regenerating Hypotheses for Statistical Machine Translation

» Image Reconstruction Using Particle Filters and Multiple Hypotheses Testing

» Universal Codes as a Basis for Time Series Testing

» Clustering processes

» Fast Statistically Geometric Reasoning About Uncertain Line Segments in 2D and 3DSpace

» A Statistical Method for Discrimination of Natural Terrain Types from SAR Data

» Networks Evolving Step by Step Statistical Analysis of Dyadic Event Data

» Towards Statistical Control of an Industrial Test Process

Post Info
More Details (n/a)

Added	09 Dec 2010
Updated	09 Dec 2010
Type	Journal
Year	2008
Where	CORR
Authors	Daniil Ryabko, Boris Ryabko

Comments (0)