Uniform hypothesis testing for finite-valued stationary processes

DOI10.1080/02331888.2012.719511zbMath1367.62146OpenAlexW2033559330MaRDI QIDQ5169755

Daniil Ryabko

Publication date: 11 July 2014

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.719511

zbMATH Keywords

hypothesis testingstationary processesergodic processescomposite hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Stationary stochastic processes (60G10)

Cites Work

• Unnamed Item
• Universal codes as a basis for time series testing
• Hypothesis testing for families of ergodic processes
• Discrimination between B-processes is impossible
• A topological criterion for hypothesis testing
• Testing composite hypotheses about discrete ergodic processes
• Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
• Strongly consistent code-based identification and order estimation for constrained finite-state model classes
• Nonparametric Statistical Inference for Ergodic Processes

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