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Asymptotically Optimal Tests in Markov Processes

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Publication:5604946
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DOI10.1214/aoms/1177696969zbMath0205.19901OpenAlexW2056924166MaRDI QIDQ5604946

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Publication date: 1970

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

Full work available at URL: https://doi.org/10.1214/aoms/1177696969



Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)


Related Items (7)

The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance ⋮ Cramer-type conditions and quadratic mean differentiability ⋮ A multivariate circular distribution with applications to the protein structure prediction problem ⋮ Unnamed Item ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Robust selection procedures based on vector ranks




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