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A model discrimination method for processes with different memory structure - MaRDI portal

A model discrimination method for processes with different memory structure

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Publication:1305756

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DOI10.1155/S1024123X99000988zbMath0934.60072OpenAlexW1967322933MaRDI QIDQ1305756

Mark I. Freidlin, Ruth M. Pfeiffer

Publication date: 22 September 1999

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48379

zbMATH Keywords

hysteresis likelihood ratio test stochastic processes

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Asymptotic properties of parametric tests (62F05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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