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Estimating beta-mixing coefficients
The literature on statistical learning for time series assumes the asymptotic independence or “mixing” of the data-generating process. These mixing assumptions are never tested, and there are no methods for estimating mixing rates from data. We give an estimator for the beta-mixing rate based on a s...
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| Udgivet i: | JMLR Workshop Conf Proc |
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| Main Authors: | , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2011
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4537076/ https://ncbi.nlm.nih.gov/pubmed/26279742 |
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