Asymptotic Statistical Analysis of Time Series: Clustering, Change Point, and Other Problems
published: May 28, 2013, recorded: September 2012, views: 2769
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
A method for constructing asymptotically consistent efficient algorithms for various statistical problems concerning stationary ergodic time series is presented. The considered problems include clustering, hypothesis testing, change-point estimation and others. The presented approach is based on empirical estimates ofthe distributional distance. Some open problems are also discussed.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !