An application of the Neyman-Pearson lemma to Gaussian processes

DOI10.1007/BF02362340MaRDI QIDQ1336086zbMATH OpenOpenAlexWikidataFDO

Authors N. K. Bakirov

Publication date 17 October 1994

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

Full work available at URL https://doi.org/10.1007/bf02362340

zbMATH Keywords

Gaussian zero mean processes

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Gaussian processes (60G15)

Recommendations

• Some inequalities for Gaussian processes and applications
• A remark on the equivalence of Gaussian processes
• Applications to the Cameron-Storvick type theorem with respect to the Gaussian process
• Gaussian processes: Inequalities, small ball probabilities and applications
• A characterization of a Gaussian process in terms of sufficient estimators
• Approximation of \(L_2\)-processes by Gaussian processes
• Approximation of \(L_2\)-processes by Gaussian processes
• scientific article; zbMATH DE number 6195890
• On bounded Gaussian processes
• Slepian's inequality for Gaussian processes with respect to weak majorization

Cited in

(2)

• The Neyman-Pearson lemma under \(g\)-probability
• Some inequalities for Gaussian processes and applications

This page was built for publication: An application of the Neyman-Pearson lemma to Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1336086)