Distances and discrimination rates for stochastic processes
type: Item
instance of: scholarly article
title: Distances and discrimination rates for stochastic processes
zbMATH Open document ID: 0701.62084
DOI: 10.1016/0304-4149(90)90121-8
published in: Stochastic Processes and their Applications
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 4149408
zbMATH Keywords: diffusion processes
zbMATH Keywords: Rényi distances
zbMATH Keywords: Hellinger integrals
zbMATH Keywords: Kullback- Leibler divergences
zbMATH Keywords: functional properties
zbMATH Keywords: convex distances
zbMATH Keywords: distributions of regular Markov processes
zbMATH Keywords: Fisher informations
zbMATH Keywords: Markov kernels
zbMATH Keywords: Rate of discrimination
zbMATH Keywords: second kind error of Neyman-Pearson tests
zbMATH Keywords: mixed error of Bayes tests
author: Igor Vajda
MaRDI profile type: Publication
full work available at URL: 0304-4149(90)90121-8
OpenAlex ID: W2001392448
cites work: Q5512461
cites work: Topics in statistical information theory
cites work: Q3803964
cites work: Q3939070
cites work: Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
cites work: Chernoff bounds for discriminating between two markov processes
cites work: Q3292859
cites work: Theory of statistical inference and information. Transl. from the Slovak by the author
description: scientific article; zbMATH DE number 4149408