A minimax test for hypotheses on a spectral density

DOI10.1007/BF01254272zbMATH Open0836.62069MaRDI QIDQ1179880FDOQ1179880

Authors: Mikhail Sergeevich Ermakov 

Publication date: 27 June 1992

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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zbMATH Keywords

spectral densitystationary Gaussian processminimax hypothesis

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cites Work

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Cited In (4)

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
• Sharp minimax tests for large covariance matrices and adaptation
• Detection of spurious maxima through random draw tests and specification tests
• On Fan's adaptive Neyman tests for comparing two spectral densities

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