Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338)

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Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process
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    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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