Adaptive tests for stochastic processes in the ergodic case
From MaRDI portal
Publication:1208955
DOI10.1016/0304-4149(93)90059-DzbMath0770.62071MaRDI QIDQ1208955
Harald Luschgy, Igor Vajda, Andrew. L. Rukhin
Publication date: 16 May 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
asymptotic normality; Gaussian processes; autoregressive processes; adaptive tests; ergodic case; growing time interval; necessary and sufficient adaptation condition; nuissance parameter; Stein lemma
62F35: Robustness and adaptive procedures (parametric inference)
62M07: Non-Markovian processes: hypothesis testing
Related Items
Conditions equivalent to consistency of approximate MLE's for stochastic processes, Adaptive decision making for stochastic processes, Unnamed Item
Cites Work
- Distances and discrimination rates for stochastic processes
- Asymptotic optimal inference for non-ergodic models
- Theory of statistical inference and information. Transl. from the Slovak by the author
- Adaptive tests in statistical problems with finite nuisance parameter
- On Gaussian Fields with Given Conditional Distributions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item