Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338)
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scientific article; zbMATH DE number 38234
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| English | Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process |
scientific article; zbMATH DE number 38234 |
Statements
Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (English)
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28 June 1992
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one-sided hypotheses
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Gaussian process
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Gaussian white noise
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nonlinear drift of Wiener process
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approximate locally most powerful tests
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continuous sampling
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asymptotic effect of discrete sampling
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0.9359211
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0.90818655
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0.8854928
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0.8801832
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