Deterministic Noises that can be Statistically Distinguished from the Random Ones

Youri Davydov () and Ričardas Zitikis

Statistical Inference for Stochastic Processes, 2007, vol. 10, issue 2, 165-179

Keywords: Primary 60F05; 60H40; Secondary 62G10; 62G20; Empirical measures; empirical processes; weak convergence; asymptotic normality; deterministic noise; random noise; white noise (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-006-0001-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:10:y:2007:i:2:p:165-179

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1007/s11203-006-0001-6

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().