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Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values - MaRDI portal

Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values (Q4710702)

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scientific article; zbMATH DE number 3990
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Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values
scientific article; zbMATH DE number 3990

    Statements

    Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values (English)
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    25 June 1992
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    power functions
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    deficiencies
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    asymptotically efficient tests
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    simple hypothesis
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    local alternatives
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    Edgeworth expansions
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    logarithm of likelihood ratio
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    Harris recurrent Markov chains
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