On classifying processes

Details On classifying processes On classifying processes

2007-10-19

arxiv.org/abs/0710.3775v1

Bernoulli 11 (2005), no. 3, pp. 523--532

Mathematics

Probability

Scientific paper

We prove several results concerning classifications, based on successive
observations $(X_1,..., X_n)$ of an unknown stationary and ergodic process, for
membership in a given class of processes, such as the class of all finite order
Markov chains.

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