On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals

DOI10.1134/S0032946021030042MaRDI QIDQ2068655

Marat V. Burnashev

Publication date: 20 January 2022

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06355

zbMATH Keywords

error exponentminimax hypothesis testingerror probabilitiesStein's lemma

Mathematics Subject Classification ID

Statistics (62-XX) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices

Cites Work

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