Applications of Universal Source Coding to Statistical Analysis of Time Series

zbMath1206.94021arXiv0809.1226MaRDI QIDQ3062116

Boris Ya. Ryabko

Publication date: 3 January 2011

Full work available at URL: https://arxiv.org/abs/0809.1226

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Theory of statistical experiments (62B15) Source coding (94A29)

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