Testing composite hypotheses about discrete ergodic processes
From MaRDI portal
Publication:1936548
DOI10.1007/s11749-011-0245-3zbMath1259.62072MaRDI QIDQ1936548
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
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62M07: Non-Markovian processes: hypothesis testing
Related Items
Uniform hypothesis testing for finite-valued stationary processes, Nonparametric multiple change point estimation in highly dependent time series, Discrimination between B-processes is impossible, A confidence-set approach to signal denoising
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Universal codes as a basis for time series testing
- Discrimination between B-processes is impossible
- The consistency of the BIC Markov order estimator.
- Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
- On classifying processes
- Statistical Inference about Markov Chains
- Statistical Methods in Markov Chains
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
- Strongly consistent code-based identification and order estimation for constrained finite-state model classes