Asymptotically minimax tests of composite hypotheses for nonergodic type processes

DOI10.1016/0304-4149(83)90045-5zbMath0493.62074OpenAlexW2027045592MaRDI QIDQ1168677

Hira L. Koul, Ishwar V. Basawa

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90045-5

zbMATH Keywords

Bayes solutionasymptotically minimax tests of composite hypothesesmodified score statisticnonergodic type processes

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

A note on asymptotic testing theory for nonhomogeneous observations ⋮ Asymptotic inference for stochastic processes ⋮ On nonergodicity for nonparametric autoregressive models

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