Asymptotic Nonparametric Statistical Analysis of Stationary Time Series

• Κύριος συγγραφέας: Ryabko, Daniil (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Έκδοση: 1st ed. 2019.
• Σειρά: SpringerBriefs in Computer Science,
• Θέματα: Artificial intelligence.; Coding theory.; Information theory.; Artificial Intelligence.; Coding and Information Theory.

Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general qualitative assumptions, such as independence or finite memory...

Πίνακας περιεχομένων:

• 1 Introduction
• 2 Preliminaries
• 3 Basic inference
• Clustering and change-point problems
• 5 Hypothesis Testing
• 6 Generalizations
• References.