Testing composite hypotheses about discrete ergodic processes

DOI10.1007/s11749-011-0245-3zbMath1259.62072MaRDI QIDQ1936548

Daniil Ryabko

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

zbMATH Keywords

property testing; stationary ergodic time series; distributional distance

Mathematics Subject Classification ID

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

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