On classifying processes
Morvai, Gusztáv ; Weiss, Benjamin
Bernoulli, Tome 11 (2005) no. 1, p. 523-532 / Harvested from Project Euclid
We prove several results concerning classifications, based on successive observations (X1, ..., Xn) of an unknown stationary and ergodic process, for membership of a given class of processes, such as the class of all finite-order Markov chains.
Publié le : 2005-06-14
Classification:  nonparametric classification,  stationary and ergodic processes
@article{1120591187,
     author = {Morvai, Guszt\'av and Weiss, Benjamin},
     title = {On classifying processes},
     journal = {Bernoulli},
     volume = {11},
     number = {1},
     year = {2005},
     pages = { 523-532},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1120591187}
}
Morvai, Gusztáv; Weiss, Benjamin. On classifying processes. Bernoulli, Tome 11 (2005) no. 1, pp.  523-532. http://gdmltest.u-ga.fr/item/1120591187/