Nonparametric Statistical Inference for Ergodic Processes

DOI10.1109/TIT.2009.2039169MaRDI QIDQ4975991zbMATH OpenOpenAlexFDO

Authors Daniil Ryabko, B. Ya. Ryabko

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2009.2039169

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cited in

(7)

• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Nonparametric inference for ergodic, stationary time series
• Statistical inference for Vasicek-type model driven by Hermite processes
• scientific article; zbMATH DE number 1455597 (Why is no real title available?)
• Uniform hypothesis testing for finite-valued stationary processes
• Computational Limits to Nonparametric Estimation for Ergodic Processes
• Nonparametric multiple change point estimation in highly dependent time series

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