Testing one-sided hypotheses for the mean of a Gaussian process

DOI10.1007/BF02613610zbMath0752.62060MaRDI QIDQ1181134

Harald Luschgy

Publication date: 27 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176345

zbMATH Keywords

local alternativeslocally most powerful testasymptotically uniformly most powerfulknown covariance functioncontinuous zero-mean Gaussian processlinear stochastic differential systemssinusoidal signal transmissiontesting one-sided hypotheses

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process ⋮ A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process

Cites Work

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• The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Stochastic processes and statistical inference

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