Asymptotic nonparametric statistical analysis of stationary time series
Auteur :
Ryabko, Daniil
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030125639
Date de publication :
21 mars 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The considered problems include homogeneity testing (the so-called two sample problem), clustering with respect to distribution, clustering with respect to independence, change point estimation, identity testing, and the general problem of composite hypotheses testing.