Asymptotic nonparametric statistical analysis of stationary time series.
Daniil RyabkoPublished in: CoRR (2019)
Keyphrases
- statistical analysis
- non stationary
- change point detection
- statistical methods
- data driven
- multivariate time series
- clinical data
- dynamic time warping
- random fields
- asymptotically optimal
- statistical analyses
- worst case
- bayesian modeling
- neural network
- financial time series
- stock market
- artificial neural networks
- nonparametric regression
- bayesian networks
- rates of convergence
- quasi periodic
- expected values
- abnormal patterns
- extreme values
- data sets
- multidimensional time series
- subsequence matching
- moving average
- kernel density estimation
- stock price
- data mining tasks
- markov decision processes
- maximum likelihood
- probabilistic model
- long term
- lower bound
- data streams
- machine learning