An application of the Neyman-Pearson lemma to Gaussian processes

DOI10.1007/BF02362340zbMATH Open0867.60020OpenAlexW2044626717WikidataQ124829617 ScholiaQ124829617MaRDI QIDQ1336086FDOQ1336086

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

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zbMATH Keywords

Gaussian zero mean processes

Mathematics Subject Classification ID

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

Cites Work

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Cited In (2)

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

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