Locally most powerful sequential tests for discrete-time Markov processes

DOI10.1137/S0040585X9798484XMaRDI QIDQ5198649zbMATH OpenFDO

Authors P. A. Novikov

Publication date 9 August 2011

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X9798484X

zbMATH Keywords

autoregressive processdependent observationsdiscrete-time stochastic processlocally most powerful testMarkov processoptimal sequential testsequential analysis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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