Инд. авторы:	Ryabko D., Ryabko B.Y.
Заглавие:	On Hypotheses Testing for Ergodic Processes
Библ. ссылка:	Ryabko D., Ryabko B.Y. On Hypotheses Testing for Ergodic Processes // 2008 IEEE Information Theory Workshop: IEEE Information Theory Workshop (MAY 05-08, 2008). - 2008. - Porto. - P.281-283. - ISBN: 978-1-4244-2269-2.
Внешние системы:	DOI: 10.1109/ITW.2008.4578669; РИНЦ: 15054075; SCOPUS: 2-s2.0-51849121126;
Реферат:	eng: We address three problems of statistical analysis of time series: goodness-of-fit (or identity) testing, process discrimination, and the change point problem. For each of the problems we construct a test that is asymptotically accurate for the case when the data is generated by stationary ergodic processes. All problems are solved in a similar way by using empirical estimates of the distributional distance between the processes. ©2008 IEEE.
Ключевые слова:	Time-series; Statistical analysis; Hypotheses testing; Goodness of fits; Time series analysis; Change point problems; Information theory; Cybernetics; Ergodic processes;
Издано:	Porto: , 2008
Физ. характеристика:	с.281-283
Конференция:	Название: 2008 IEEE Information Theory Workshop Город: Porto Страна: Portugal Даты проведения: 2008-05-05 - 2008-05-08