Haben Sie Fragen? Einfach anrufen, wir helfen gerne: Tel. 089/210233-0
oder besuchen Sie unser Ladengeschäft in der Pacellistraße 5 (Maxburg) 80333 München
+++ Versandkostenfreie Lieferung innerhalb Deutschlands
Haben Sie Fragen? Tel. 089/210233-0

Asymptotic Nonparametric Statistical Analysis of Stationary Time Series

53,49 €*

Sofort verfügbar, Lieferzeit: 1-3 Tage

Produktnummer: 18faa4ff67221343d4a481e3684700520f
Autor: Ryabko, Daniil
Themengebiete: asymptotic ergodicity nonparametric stationary time series time series
Veröffentlichungsdatum: 21.03.2019
EAN: 9783030125639
Sprache: Englisch
Seitenzahl: 77
Produktart: Kartoniert / Broschiert
Verlag: Springer International Publishing
Produktinformationen "Asymptotic Nonparametric Statistical Analysis of Stationary Time Series"
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, clearly fail. However, it has long been considered too general to be able to make statistical inference. One of the reasons for this is that rates of convergence, even of frequencies to the mean, are not available under this assumption alone.  Recently, it has been shown that, while some natural and simple problems, such as homogeneity, are indeed provably impossible to solve if one only assumes that the data is stationary (or stationary ergodic), many others can be solved with rather simple and intuitive algorithms. The latter include clustering and change point estimation among others. In this volume these  results are summarize.  The emphasis is on asymptotic consistency, since this the strongest property one can obtain assuming stationarity alone. While for most of the problem for which  a solution is found this solution is algorithmically realizable, the main objective in this area of research, the objective which is only partially attained, is to understand what is possible and what is not possible to do for stationary time series. 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. For the latter problem, a topological criterion for the existence of a consistent test is presented.  In addition, a number of open problems is presented.

Sie möchten lieber vor Ort einkaufen?

Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.

Juristische Fachbuchhandlung
Georg Blendl

Parcellistraße 5 (Maxburg)
8033 München

Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen