On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise

DOI10.1109/TIT.2011.2136210zbMath1365.94114arXiv1004.5479MaRDI QIDQ5273643

Wen-Yi Zhang, H. Vincent Poor

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5479

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Detection theory in information and communication theory (94A13) Non-Markovian processes: hypothesis testing (62M07)

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On minimax robust testing of composite hypotheses on Poisson process intensity ⋮ On detection of Gaussian stochastic sequences ⋮ On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices ⋮ On Stein's lemma in hypotheses testing in general non-asymptotic case ⋮ Two comparison theorems for distributions of Gaussian quadratic forms ⋮ On Neyman-Pearson minimax detection of Poisson process intensity ⋮ On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals

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