Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process |
scientific article; zbMATH DE number 38234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process |
scientific article; zbMATH DE number 38234 |
Statements
Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (English)
0 references
28 June 1992
0 references
one-sided hypotheses
0 references
Gaussian process
0 references
Gaussian white noise
0 references
nonlinear drift of Wiener process
0 references
approximate locally most powerful tests
0 references
continuous sampling
0 references
asymptotic effect of discrete sampling
0 references
0.9359211
0 references
0.90818655
0 references
0 references
0.8854928
0 references
0.8801832
0 references