In this paper we propose a nonparametric hypothesis test for stationarity based on local Fourier analysis. We employ a test statistic that measures the variation of time-localized...
We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not...
Abstract. We discuss here empirical comparation between model selection methods based on Linear Genetic Programming. Two statistical methods are compared: model selection based on ...
Abstract. We propose a framework in which query sizes can be estimated from arbitrary statistical assertions on the data. In its most general form, a statistical assertion states t...
In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only as...