Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes

DOI10.1007/BF01095387zbMath0682.62054OpenAlexW2084024172MaRDI QIDQ1824328

Vsevolod K. Malinovskii

Publication date: 1989

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01095387

zbMATH Keywords

second order asymptotic efficiencyasymptotic optimality of testsjump-like Markov processes

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

Related Items (1)

A renewal approach to Markovian \(U\)-statistics

Cites Work

• On Efficiency of First and Second Order
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Contiguity of Probability Measures
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