Approximating a sequence of observations by a simple process

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dc.creatorRosenberg, Dinah
dc.creatorSolan, Eilon
dc.creatorVieille, Nicolas
dc.date2005-08-30
dc.date.accessioned2026-07-07T08:07:16Z
dc.date.available2026-07-07T08:07:16Z
dc.descriptionGiven 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0508607
dc.identifierhttp://arxiv.org/abs/math/0508607
dc.identifierAnnals of Statistics 2004, Vol. 32, No. 6, 2742-2775
dc.identifierdoi:10.1214/009053604000000643
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130886
dc.subjectStatistics Theory
dc.subject60J99, 62M09, 93E03. (Primary)
dc.titleApproximating a sequence of observations by a simple process
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