The efficiency criteria problem for stochastic processes

DOI10.1016/0304-4149(78)90053-4zbMath0381.62077OpenAlexW2044726611MaRDI QIDQ1248316

Paul D. Feigin

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90053-4

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Related Items

Asymptotic theory of conditional inference for stochastic processes ⋮ Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes ⋮ Asymptotic inference for stochastic processes ⋮ Asymptotically minimax tests of composite hypotheses for nonergodic type processes ⋮ A note on asymptotic inference in a class of non-stationary processes

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