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TIT
2010
104views Education» more  TIT 2010»
12 years 11 months ago
Nonparametric statistical inference for ergodic processes
In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only as...
Daniil Ryabko, Boris Ryabko
CORR
2008
Springer
63views Education» more  CORR 2008»
13 years 5 months ago
Testing Statistical Hypotheses About Ergodic Processes
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 tha...
Daniil Ryabko, Boris Ryabko