On classifying processes

DOI10.3150/BJ/1120591187zbMath1073.62077arXiv0710.3775OpenAlexW2114040863WikidataQ105584436 ScholiaQ105584436MaRDI QIDQ2565932

Gusztáv Morvai, Benjamin Weiss

Publication date: 28 September 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.3775

zbMATH Keywords

time seriesnonparametric classificationstationary and ergodic processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items (13)

Nonparametric statistical inference for the context tree of a stationary ergodic process ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ Testing composite hypotheses about discrete ergodic processes ⋮ Unnamed Item ⋮ Testing stationary processes for independence ⋮ Empirical risk minimization and complexity of dynamical models ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ Bad configurations for random walk in random scenery and related subshifts ⋮ Discrimination between B-processes is impossible ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item ⋮ Some remarks on filtering and prediction of stationary processes

Cites Work

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• How sampling reveals a process
• Forecasting for stationary binary time series
• Finitarily deterministic generators for zero entropy systems
• The consistency of the BIC Markov order estimator.
• Limits to consistent on-line forecasting for ergodic time series

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