Asymptotic Nonparametric Statistical Analysis of Stationary Time Series (Record no. 174972)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03751nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-030-12564-6 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240423125150.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190307s2019 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783030125646 |
| -- | 978-3-030-12564-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-030-12564-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | Q334-342 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | TA347.A78 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UYQ |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | COM004000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UYQ |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 006.3 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ryabko, Daniil. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Asymptotic Nonparametric Statistical Analysis of Stationary Time Series |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Daniil Ryabko. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2019. |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2019. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | VIII, 77 p. 4 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | SpringerBriefs in Computer Science, |
| International Standard Serial Number | 2191-5776 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Introduction -- 2 Preliminaries -- 3 Basic inference -- Clustering and change-point problems -- 5 Hypothesis Testing -- 6 Generalizations -- References. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general qualitative assumptions, such as independence or finite memory, clearly fail. However, it has long been considered too general to be able to make statistical inference. One of the reasons for this is that rates of convergence, even of frequencies to the mean, are not available under this assumption alone. Recently, it has been shown that, while some natural and simple problems, such as homogeneity, are indeed provably impossible to solve if one only assumes that the data is stationary (or stationary ergodic), many others can be solved with rather simple and intuitive algorithms. The latter include clustering and change point estimation among others. In this volume these results are summarize. The emphasis is on asymptotic consistency, since this the strongest property one can obtain assuming stationarity alone. While for most of the problem for which a solution is found this solution is algorithmically realizable, the main objective in this area of research, the objective which is only partially attained, is to understand what is possible and what is not possible to do for stationary time series. The considered problems include homogeneity testing (the so-called two sample problem), clustering with respect to distribution, clustering with respect to independence, change point estimation, identity testing, and the general problem of composite hypotheses testing. For the latter problem, a topological criterion for the existence of a consistent test is presented. In addition, a number of open problems is presented. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Artificial intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Coding theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Information theory. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Artificial Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Coding and Information Theory. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783030125639 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783030125653 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | SpringerBriefs in Computer Science, |
| -- | 2191-5776 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-030-12564-6">https://doi.org/10.1007/978-3-030-12564-6</a> |
| 912 ## - | |
| -- | ZDB-2-SCS |
| 912 ## - | |
| -- | ZDB-2-SXCS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks-CSE-Springer |
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