Testing composite hypotheses about discrete ergodic processes

Abstract Given a discrete-valued sample X1,…,Xn, we wish to decide whether it was generated by a distribution belonging to a family H0, or it was generated by a distribution belonging to a family H1. In this work we assume that all distributions are stationary ergodic and do not make any further ass...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Ryabko, Daniil [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2011

Schlagwörter:

Hypothesis testing

Property testing

Stationary ergodic time series

Distributional distance

Anmerkung:

© Sociedad de Estadística e Investigación Operativa 2011

Übergeordnetes Werk:

Enthalten in: TEST - Heidelberg [u.a.] : Springer, 1992, 21(2011), 2 vom: 06. Mai, Seite 317-329

Übergeordnetes Werk:

volume:21 ; year:2011 ; number:2 ; day:06 ; month:05 ; pages:317-329

Links:

Volltext

DOI / URN:

10.1007/s11749-011-0245-3

Katalog-ID:

SPR022680519

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