Large sample discrimination between two Gaussian processes with different spectra

DOI10.1214/aos/1176342668zbMath0277.62072OpenAlexW2009090852MaRDI QIDQ1393918

Ulf Grenander

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342668

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes (62M99)

Related Items (2)

Adaptive testing of multiple hypotheses for stochastic processes ⋮ SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

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