Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes

DOI10.1007/BF02491486zbMath0665.62088OpenAlexW2086048715MaRDI QIDQ1116250

Y. Rama Krishna Sarma

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02491486

zbMATH Keywords

score functionsdependent observationsergodic casecontiguity of probability measuresasymptotically unbiased most powerful testsdiscrete time stochastic processesi.i.d. caseUMP tests

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Cites Work

• Asymptotic optimal inference for non-ergodic models
• A characterization of limiting distributions of regular estimates
• Linear Statistical Inference and its Applications
• Contiguity of Probability Measures
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes