A minimax test for hypotheses on a spectral density
Abstract Assume that on the set of the values t = 1, ⋯, k there is given a realization of the Gaussian stationary process $ X_{t} $ with spectral density f(λ), λ ∈ (0, 1). There arises the problem of the minimax testing of the hypothesis $ H_{0} $: f(λ) = p(λ).
Gespeichert in:
| Autor*in: |
Ermakov, M. S. [verfasserIn] |
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| Format: |
Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
1994 |
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| Schlagwörter: |
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| Anmerkung: |
© Plenum Publishing Corporation 1994 |
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| Übergeordnetes Werk: |
Enthalten in: Journal of mathematical sciences - Kluwer Academic Publishers-Plenum Publishers, 1994, 68(1994), 4 vom: Feb., Seite 475-483 |
|---|---|
| Übergeordnetes Werk: |
volume:68 ; year:1994 ; number:4 ; month:02 ; pages:475-483 |
| Links: |
|---|
| DOI / URN: |
10.1007/BF01254272 |
|---|
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OLC203073408X |
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Abstract Assume that on the set of the values t = 1, ⋯, k there is given a realization of the Gaussian stationary process $ X_{t} $ with spectral density f(λ), λ ∈ (0, 1). There arises the problem of the minimax testing of the hypothesis $ H_{0} $: f(λ) = p(λ). © Plenum Publishing Corporation 1994 |
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Abstract Assume that on the set of the values t = 1, ⋯, k there is given a realization of the Gaussian stationary process $ X_{t} $ with spectral density f(λ), λ ∈ (0, 1). There arises the problem of the minimax testing of the hypothesis $ H_{0} $: f(λ) = p(λ). © Plenum Publishing Corporation 1994 |
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Abstract Assume that on the set of the values t = 1, ⋯, k there is given a realization of the Gaussian stationary process $ X_{t} $ with spectral density f(λ), λ ∈ (0, 1). There arises the problem of the minimax testing of the hypothesis $ H_{0} $: f(λ) = p(λ). © Plenum Publishing Corporation 1994 |
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