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Minimax Detection of a Signal In a Gaussian White Noise - MaRDI portal

Minimax Detection of a Signal In a Gaussian White Noise (Q4712546)

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scientific article; zbMATH DE number 6755
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Minimax Detection of a Signal In a Gaussian White Noise
scientific article; zbMATH DE number 6755

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    Minimax Detection of a Signal In a Gaussian White Noise (English)
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    25 June 1992
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    continuous-time stochastic process
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    Wiener process
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    unknown square- integrable drift
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    ellipsoid
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    asymptotically minimax family of tests
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    Identifiers