A minimax test for hypotheses on a spectral density

DOI10.1007/BF01254272zbMath0836.62069MaRDI QIDQ1179880

Mikhail Sergeevich Ermakov

Publication date: 27 June 1992

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian processspectral densityminimax hypothesis

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Sharp minimax tests for large Toeplitz covariance matrices with repeated observations ⋮ Sharp minimax tests for large covariance matrices and adaptation

Cites Work

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