Testing composite hypotheses about discrete ergodic processes

DOI10.1007/s11749-011-0245-3zbMath1259.62072OpenAlexW2157847315MaRDI QIDQ1936548

Daniil Ryabko

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0245-3

zbMATH Keywords

property testingstationary ergodic time seriesdistributional distance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (4)

A confidence-set approach to signal denoising ⋮ Uniform hypothesis testing for finite-valued stationary processes ⋮ Discrimination between B-processes is impossible ⋮ Nonparametric multiple change point estimation in highly dependent time series

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