Estimation of general stationary processes by variable lenght Markov chains

Metadata Label Value
Author(s): Ferrari, Fiorenzo
Publisher: Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Citation:

Ferrari, Fiorenzo. Estimation of general stationary processes by variable lenght Markov chains. Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) (1999). http://dx.doi.org/10.3929/ethz-a-004159927

Document Type: Reports  
Documents: Text (220.10KB)
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Detailed Information

Metadata Description
Title Estimation of general stationary processes by variable lenght Markov chains
Author(s) Ferrari, Fiorenzo
Publication Place Zürich
Publisher Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Publication Date 1999
Series Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) No. 88
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004159927
Subject(s) Mathematical Statistics
Keyword(s) MARKOV CHAINS
PROBABILITY THEORY
SPECTRUM OF STATIONARY PROCESSES
MATHEMATICAL STATISTICS
NONPARAMETRIC ESTIMATION
ASYMPTOTIC STATISTICS
Organisational Unit Seminar for Statistics
Online Publication Date 2002
Description File Name MIME Type Size
Text   eth-24071-01.pdf application/pdf 220.10KB
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E-Collection record created: Fri, 18 Apr 2008, 22:46:46 CET