The minimax hypothesis testing about spectral density

MaRDI QIDQ3363641zbMATH OpenFDO

Authors Mikhail Sergeevich Ermakov

Publication date 1990

Full work available at URL https://eudml.org/doc/68104

zbMATH Keywords

spectral densitystationary Gaussian processminimax hypothesis

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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