Testing stationary processes for independence

Gusztáv Morvai; Benjamin Weiss

doi:10.1214/11-AIHP426

Testing stationary processes for independence

Gusztáv Morvai^*
, Benjamin Weiss

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

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
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	https://doi.org/10.1214/11-AIHP426
State	Published - Nov 2011

Keywords

Hypothesis testing
Independent processes

Access to Document

10.1214/11-AIHP426

Cite this

@article{425f6f14d6c34613a090a22116c40291,

title = "Testing stationary processes for independence",

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.",

keywords = "Hypothesis testing, Independent processes",

author = "Guszt{\'a}v Morvai and Benjamin Weiss",

year = "2011",

month = nov,

doi = "10.1214/11-AIHP426",

language = "אנגלית",

volume = "47",

pages = "1219--1225",

journal = "Annales de l'institut Henri Poincare (B) Probability and Statistics",

issn = "0246-0203",

publisher = "Institute of Mathematical Statistics",

number = "4",

}

TY - JOUR

T1 - Testing stationary processes for independence

AU - Morvai, Gusztáv

AU - Weiss, Benjamin

PY - 2011/11

Y1 - 2011/11

N2 - 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.

AB - 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.

KW - Hypothesis testing

KW - Independent processes

UR - https://www.scopus.com/pages/publications/80054096796

U2 - 10.1214/11-AIHP426

DO - 10.1214/11-AIHP426

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:80054096796

SN - 0246-0203

VL - 47

SP - 1219

EP - 1225

JO - Annales de l'institut Henri Poincare (B) Probability and Statistics

JF - Annales de l'institut Henri Poincare (B) Probability and Statistics

IS - 4

ER -

Testing stationary processes for independence

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this