Approximation with ergodic processes and testability

DOI10.1017/JPR.2023.89MaRDI QIDQ6617613FDOQ6617613

Publication date: 11 October 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

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)

Cites Work

Measure theory. Vol. I and II
Title not available (Why is that?)
Title not available (Why is that?)
On the testability of identification in some nonparametric models with endogeneity
Title not available (Why is that?)
Title not available (Why is that?)
An application of ergodic theory to probability theory
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Title not available (Why is that?)
Title not available (Why is that?)
In general a measure preserving transformation is mixing
Title not available (Why is that?)
How sampling reveals a process
Category theorems for stable semigroups
On optimal stationary couplings between stationary processes
Title not available (Why is that?)
Upper semi-continuity of entropy in non-compact settings
On the category of ergodic measures
Title not available (Why is that?)
A generalization of Ornstein's \(\overline d\) distance with applications to information theory
Coding a stationary process to one with prescribed marginals
On coding a stationary process to achieve a given marginal distribution
On marginal distributions and isomorphisms of stationary processes
On density of ergodic measures and generic points
On density estimation from ergodic processes
A consistent nonparametric test of ergodicity for time series with applications
Discrimination between B-processes is impossible
On obtaining a stationary process isomorphic to a given process with a desired distribution
On the approximation of stationary measures by periodic and ergodic measures
A comparison of economic agent-based model calibration methods
A method for agent-based models validation
Title not available (Why is that?)
Lectures on ergodic theory
Title not available (Why is that?)
Generic properties of invariant measures of full-shift systems over perfect Polish metric spaces
Title not available (Why is that?)
Title not available (Why is that?)
MultiTowers, conjugacies and codes: Three theorems in Ergodic theory, one variation on Rokhlin’s Lemma

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)