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Asymptotically optimal tests of hypotheses on the generator of a finite Markov process - MaRDI portal

Asymptotically optimal tests of hypotheses on the generator of a finite Markov process (Q1262058)

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scientific article; zbMATH DE number 4123096
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Asymptotically optimal tests of hypotheses on the generator of a finite Markov process
scientific article; zbMATH DE number 4123096

    Statements

    Asymptotically optimal tests of hypotheses on the generator of a finite Markov process (English)
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    1989
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    continuous sampling
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    robustified likelihood ratio test
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    generator of a finite Markov process
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    discrete sampling
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    exponential rates of convergence
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    Bahadur slopes
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