In the paper we prove that a quadratic stochastic process satisfies the ergodic principle if and only if the associated Markov process satisfies one.
Adaptive tests for stochastic processes in the ergodic case
โ Scribed by Harald Luschgy; Andrew L. Rukhin; Igor Vajda
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 643 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
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