scientific article

zbMath0492.62074MaRDI QIDQ3954695

Dominique Guégan

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=ASCFM_1981__69_19_57_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian processeslikelihood ratioKullback-Leibler informationcomposite hypothesesnested hypothesesstationary second order process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Tests of Composite Hypotheses for Random Variables and Stochastic Processes
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
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