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TIT
2010
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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
DCC
2005
IEEE
14 years 4 months ago
On the Entropy Rate of Pattern Processes
Abstract--We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterizat...
George M. Gemelos, Tsachy Weissman