Abstract
Let H0 denote the class of all real valued i.i.d. processes and H1 all other ergodic real valued stationary processes. In spite of the fact that these classes are not countably tight we give a strongly consistent sequential test for distinguishing between them.
Original language | English |
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Pages (from-to) | 1219-1225 |
Number of pages | 7 |
Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
Volume | 47 |
Issue number | 4 |
DOIs | |
State | Published - Nov 2011 |
Keywords
- Hypothesis testing
- Independent processes