Hypothesis testing for families of ergodic processes

DOI10.3150/BJ/1145993974MaRDI QIDQ850744zbMATH OpenOpenAlexFDO

Authors Andrew B. Nobel

Publication date 6 November 2006

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1145993974

zbMATH Keywords

discernibilityergodic processeshypothesis testingmixing conditionsprocess families

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

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Cites work

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Cited in

(15)

• A topological criterion for hypothesis testing
• The \(\bar d\)-recognition of processes
• On consistent hypothesis testing
• Testing composite hypotheses about discrete ergodic processes
• Testing stationary processes for independence
• On universal algorithms for classifying and predicting stationary processes
• Empirical risk minimization and complexity of dynamical models
• Testing independent sparse heterogeneous mixtures
• The topology of statistical verifiability
• Uniform hypothesis testing for finite-valued stationary processes
• Dynamical hypothesis tests and decision theory for Gibbs distributions
• Approximation with ergodic processes and testability
• Distribution-free tests for lossless feature selection in classification and regression
• Estimating beta-mixing coefficients via histograms
• Discrimination between B-processes is impossible

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