Asymptotic Nonparametric Statistical Analysis of Stationary Time Series

DOI10.1007/978-3-030-12564-6zbMath1503.62005arXiv1904.00173OpenAlexW2922301978MaRDI QIDQ5872943

Daniil Ryabko

Publication date: 4 January 2023

Published in: SpringerBriefs in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.00173

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Unconditionally secure short key ciphers based on data compression and randomization, Unnamed Item, On universal algorithms for classifying and predicting stationary processes