On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals

DOI10.1134/S0032946021030042MaRDI QIDQ2068655zbMATH OpenFDO

Authors M. V. Burnashev

Publication date 20 January 2022

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.06355

zbMATH Keywords

error exponenterror probabilitiesminimax hypothesis testingStein's lemma

Mathematics Subject Classification ID

Statistics (62-XX) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(4)

• Maximum a posteriori estimation of multichannel Bernoulli-Gaussian sequences
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• On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices
• On Minimax Detection of Gaussian Stochastic Sequences and Gaussian Stationary Signals

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