Abstract Details
|
Activity Number:
|
691
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
IMS
|
| Abstract - #310001 |
|
Title:
|
Memory Depth Identification for Real-Valued Processes
|
|
Author(s):
|
Zsolt Talata*+ and Roberto Oliveira
|
|
Companies:
|
University of Kansas and IMPA
|
|
Keywords:
|
ergodic processes ;
Markov chains ;
Markov order ;
order estimation ;
strong consistency ;
computational complexity
|
|
Abstract:
|
Stationary ergodic processes with values from a finite interval are considered. A certain mixing condition is assumed, which is satisfied by, for example, the autoregressive processes. The memory depth of the process is estimated from a sample, an n-length realization of the process. An estimator of the memory depth is presented; its strong consistency is proved and the computational complexity of an algorithm to compute the estimator is determined.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2013 program
|
2013 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.