Discrimination between B-processes is impossible

DOI10.1007/S10959-009-0263-1zbMATH Open1190.62095OpenAlexW2141363305MaRDI QIDQ975335FDOQ975335

Authors: Daniil Ryabko 

Publication date: 9 June 2010

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

Full work available at URL: https://doi.org/10.1007/s10959-009-0263-1

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zbMATH Keywords

time seriesstationary ergodic processeshomogeneity testing\(B\)-processesprocess discrimination

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07) Stationary stochastic processes (60G10)

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• How sampling reveals a process
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• On classifying processes
• Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
• The interactions between ergodic theory and information theory
• On density estimation from ergodic processes
• The \(\bar d\)-recognition of processes
• Hypothesis testing for families of ergodic processes
• Testing composite hypotheses about discrete ergodic processes
• Some Sufficient Conditions on an Arbitrary Class of Stochastic Processes for the Existence of a Predictor

Cited In (7)

• Title not available (Why is that?)
• Testing composite hypotheses about discrete ergodic processes
• Approximation with ergodic processes and testability
• On universal algorithms for classifying and predicting stationary processes
• Countable alphabet stationary processes with at least one memory word and intermittent estimation with universal rates
• Uniform hypothesis testing for finite-valued stationary processes
• Nonparametric multiple change point estimation in highly dependent time series

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