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The analysis and inference about data observed over a general(continuous or discrete) time space. Usually related to stochastic processes and will probably receive better response under that tag.
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Approximation of a stationary process by a sequence of ergodic and stationary sequence of st...
Let $X = [X_t : t \in \mathbb{Z}] \sim P$ and $Y = [Y_t : t \in \mathbb{Z}]\sim Q$ be two stochastic processes. Let's define the Mallows metric. Let $\mathcal{M}_m$ be the random vectors $(X,Y)$ havin …