Confidence Sets in Time-Series Filtering

Boris Ryabko; Daniil Ryabko

Confidence Sets in Time-Series Filtering

Boris Ryabko ^{1, 2} Daniil Ryabko ³

1 SIBSUTI - Siberian State University of Telecommunications and Informatics

2 ICT SBRAS - Institute of Computational Technologies

LIFL - Laboratoire d'Informatique Fondamentale de Lille, Inria Lille - Nord Europe, LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal

Document type :

Conference papers

Domain :

Computer Science [cs] / Information Theory [cs.IT]

Mathematics [math] / Information Theory [math.IT]

Mathematics [math] / Statistics [math.ST]

Statistics [stat] / Statistics Theory [stat.TH]

Complete list of metadatas

https://hal.inria.fr/hal-00639482
Contributor : Daniil Ryabko <>
Submitted on : Wednesday, November 9, 2011 - 12:20:34 PM
Last modification on : Thursday, February 21, 2019 - 10:52:49 AM

Confidence Sets in Time-Series Filtering

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Confidence Sets in Time-Series Filtering

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