Abstract
We prove several results concerning classifications, based on successive observations (X1, ..., Xn) of an unknown stationary and ergodic process, for membership of a given class of processes, such as the class of all finite-order Markov chains.
Citation
Gusztáv Morvai. Benjamin Weiss. "On classifying processes." Bernoulli 11 (3) 523 - 532, June 2005. https://doi.org/10.3150/bj/1120591187
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