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Consistent classification of stochastic processes in the presence of dependent noise (Q1082320)

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scientific article; zbMATH DE number 3972767
Language Label Description Also known as
English
Consistent classification of stochastic processes in the presence of dependent noise
scientific article; zbMATH DE number 3972767

    Statements

    title
    Consistent classification of stochastic processes in the presence of dependent noise (English)
    0 references
    author
    E. S. Koneva
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    publication date
    1986
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    review text
    The classification of stochastic processes is considered in the presence of dependent noise with an unknown distribution. A criterion is constructed that distinguishes between hypotheses in finite time with an assigned probability of correct classification. The results are used for recognizing processes with rational-fraction spectral densities.
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    zbMATH Keywords
    classification of stochastic processes
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    dependent noise
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    62H30
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    62M10
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    zbMATH DE Number
    3972767
    0 references
     
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