Asymptotic Nonparametric Statistical Analysis of Stationary Time Series
Daniil Ryabko
Springer Nature Switzerland AG, 2019
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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.
- ISBN-13
- 9783030125639
- ISBN-10
- 3030125637
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-03-21
- Pages
- 77
- Dimensions
- 235x155x