Discrimination between B-processes is impossible

DOI10.1007/S10959-009-0263-1zbMath1190.62095OpenAlexW2141363305MaRDI QIDQ975335

Daniil Ryabko

Publication date: 9 June 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0263-1

zbMATH Keywords

time seriesstationary ergodic processeshomogeneity testing\(B\)-processesprocess discrimination

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07)

Related Items (5)

Testing composite hypotheses about discrete ergodic processes ⋮ Unnamed Item ⋮ Uniform hypothesis testing for finite-valued stationary processes ⋮ Nonparametric multiple change point estimation in highly dependent time series ⋮ On universal algorithms for classifying and predicting stationary processes

Cites Work

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