| To: | s-news@lists.biostat.wustl.edu |
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| Subject: | practical ergodicity |
| From: | Kamil Toth <kamiltoth@yahoo.com> |
| Date: | Fri, 30 Jun 2006 10:25:13 -0700 (PDT) |
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Folks: I need a guidance regarding some practical aspects of ergodicity. Namely, I want to determine whether or not my set of time series (say N series with L members in each ) satisfies requirements of ergodicity. The problem is that neither N nor L are big enough to directly juxtapose ensemble and time averages. Is there any formal tests around which would be capable to address this issue. Any ideas, references or/and software modules are greatly appreciated. Thnk you in advance Kamil Toth
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