3 problems

Let $X_1,\ldots,X_N$ be observations from a centered stationary Gaussian process with spectral density $f$ belonging to a Sobolev-type class $\mathcal F_s$, and let the observation…

Near second-order Markov conjecture. The MA filtering of the first-order Markov process generates nearly a second-order Markov process.

Let $\bar{I}(\tau)$ and $\hat{I}(\tau)$ denote the two population time-delayed mutual information estimators, and define their difference by … A population is statistically homogen…