Approximation with ergodic processes and testability
From MaRDI portal
(Redirected from Publication:6617613)
Nonparametric hypothesis testing (62G10) Ergodicity, mixing, rates of mixing (37A25) Time series analysis of dynamical systems (37M10) Ergodic theorems, spectral theory, Markov operators (37A30) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
Recommendations
- Hypothesis testing for families of ergodic processes
- A consistent nonparametric test of ergodicity for time series with applications
- Testing composite hypotheses about discrete ergodic processes
- Adaptive tests for stochastic processes in the ergodic case
- Testing stationary processes for independence
Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 3838372 (Why is no real title available?)
- scientific article; zbMATH DE number 3868302 (Why is no real title available?)
- scientific article; zbMATH DE number 1166155 (Why is no real title available?)
- scientific article; zbMATH DE number 1542660 (Why is no real title available?)
- scientific article; zbMATH DE number 2103274 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 918233 (Why is no real title available?)
- scientific article; zbMATH DE number 7415073 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
- scientific article; zbMATH DE number 3337004 (Why is no real title available?)
- scientific article; zbMATH DE number 2236658 (Why is no real title available?)
- scientific article; zbMATH DE number 3050728 (Why is no real title available?)
- A comparison of economic agent-based model calibration methods
- A consistent nonparametric test of ergodicity for time series with applications
- A generalization of Ornstein's \(\overline d\) distance with applications to information theory
- A method for agent-based models validation
- An application of ergodic theory to probability theory
- Category theorems for stable semigroups
- Coding a stationary process to one with prescribed marginals
- Discrimination between B-processes is impossible
- Generic properties of invariant measures of full-shift systems over perfect Polish metric spaces
- How sampling reveals a process
- In general a measure preserving transformation is mixing
- Lectures on ergodic theory
- Measure theory. Vol. I and II
- MultiTowers, conjugacies and codes: Three theorems in Ergodic theory, one variation on Rokhlin’s Lemma
- On coding a stationary process to achieve a given marginal distribution
- On density estimation from ergodic processes
- On density of ergodic measures and generic points
- On marginal distributions and isomorphisms of stationary processes
- On obtaining a stationary process isomorphic to a given process with a desired distribution
- On optimal stationary couplings between stationary processes
- On the approximation of stationary measures by periodic and ergodic measures
- On the category of ergodic measures
- On the testability of identification in some nonparametric models with endogeneity
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- Upper semi-continuity of entropy in non-compact settings
This page was built for publication: Approximation with ergodic processes and testability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617613)
