Cutoff time based on generalized divergence measure

DOI10.1016/J.SPL.2009.02.006zbMath1170.60029OpenAlexW2024472398MaRDI QIDQ1021775

Papa Ngom, Alassane Diédhiou

Publication date: 9 June 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.006

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Diffusion processes (60J60) Measures of information, entropy (94A17) Asymptotic properties of parametric tests (62F05)

Related Items (2)

BETA DIVERGENCE AND KERNELS METHODS WITH SUPPORT VECTOR MACHINE (SVM) ⋮ Cut-off Phenomenon for Converging Processes in the Sense of α-Divergence Measures

Cites Work

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• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• The cutoff phenomenon in finite Markov chains.
• Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average

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