Approximating a sequence of observations by a simple process

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step transitions along a realization from the approximating process, are close to that of the given sequence. We generalize the result to the case where the one-step transitions are required to be in given polyhedra.
Published at http://dx.doi.org/10.1214/009053604000000643 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Keywords

Statistics Theory, 60J99, 62M09, 93E03. (Primary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/130886

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0508607
 http://arxiv.org/abs/math/0508607
 Annals of Statistics 2004, Vol. 32, No. 6, 2742-2775
 doi:10.1214/009053604000000643

Collections

arXiv