Asymptotically optimal tests of hypotheses on the generator of a finite Markov process

DOI10.1016/0378-3758(89)90077-3zbMath0685.62061OpenAlexW2051283067MaRDI QIDQ1262058

Kurt Hornik

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90077-3

zbMATH Keywords

discrete samplingexponential rates of convergencecontinuous samplingBahadur slopesgenerator of a finite Markov processrobustified likelihood ratio test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Cites Work

• On asymptotically optimal tests
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