Asymptotically minimax tests of composite hypotheses for nonergodic type processes

DOI10.1016/0304-4149(83)90045-5zbMath0493.62074MaRDI QIDQ1168677

Hira L. Koul, Ishwar V. Basawa

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90045-5

zbMATH Keywords

Bayes solution; asymptotically minimax tests of composite hypotheses; modified score statistic; nonergodic type processes

Mathematics Subject Classification ID

62C20: Minimax procedures in statistical decision theory

62M07: Non-Markovian processes: hypothesis testing

Related Items

A note on asymptotic testing theory for nonhomogeneous observations, Asymptotic inference for stochastic processes

Cites Work

• Correction to: Remarks on Bahadur efficiency of conditional tests
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
• Maximum probability estimators and related topics
• The efficiency criteria problem for stochastic processes
• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
• On asymptotic ancillarity and inference for Yule and regular nonergodic processes
• Efficient conditional tests for mixture experiments with applications to the birth and branching processes
• Remarks on efficiency in estimation for branching processes
• Efficient tests for branching processes
• On efficient tests for branching processes
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• Asymptotically minimax tests of composite hypotheses
• On optimal asymptotic tests of composite hypotheses with several constraints
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item