Confidence Sets in Time-Series Filtering

Boris Ryabko 1, 2 Daniil Ryabko 3
3 SEQUEL - Sequential Learning
LIFL - Laboratoire d'Informatique Fondamentale de Lille, Inria Lille - Nord Europe, LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal
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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

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Boris Ryabko, Daniil Ryabko. Confidence Sets in Time-Series Filtering. IEEE International Symposium on Information Theory, Jul 2011, St. Petersburg, Russia. pp.2436-2438. ⟨hal-00639482⟩

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