A minimax test for hypotheses on a spectral density

DOI10.1007/BF01254272MaRDI QIDQ1179880zbMATH OpenFDO

Authors Mikhail Sergeevich Ermakov

Publication date 27 June 1992

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

Full work available at URL https://doi.org/10.1007/BF01254272

zbMATH Keywords

minimax hypothesisspectral densitystationary Gaussian process

Mathematics Subject Classification ID

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

Review text

See the review in Zbl 0742.62090.

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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
• On Fan's adaptive Neyman tests for comparing two spectral densities
• Detection of spurious maxima through random draw tests and specification tests

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