Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes

DOI10.1007/BF01095387MaRDI QIDQ1824328zbMATH OpenOpenAlexFDO

Authors Vsevolod K. Malinovskii

Publication date 1989

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01095387

zbMATH Keywords

second order asymptotic efficiencyasymptotic optimality of testsjump-like Markov processes

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

Cites work

• scientific article; zbMATH DE number 3578127 (Why is no real title available?)
• scientific article; zbMATH DE number 3802605 (Why is no real title available?)
• Contiguity of Probability Measures
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On Efficiency of First and Second Order

Cited in

(1)

• A renewal approach to Markovian \(U\)-statistics

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