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Most mean powerful test of a composite null against a composite alternative - MaRDI portal

Most mean powerful test of a composite null against a composite alternative (Q957283)

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scientific article; zbMATH DE number 5374206
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Most mean powerful test of a composite null against a composite alternative
scientific article; zbMATH DE number 5374206

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    Most mean powerful test of a composite null against a composite alternative (English)
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    26 November 2008
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    most mean powerful invariant test
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    MA(1) disturbances
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    AR(1) disturbances
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    generalized Neyman-Pearson lemma
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