The minimax hypothesis testing about spectral density

zbMATH Open0742.62090MaRDI QIDQ3363641FDOQ3363641

Authors: Mikhail Sergeevich Ermakov 

Publication date: 1990

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

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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)

Cited In (3)

• A minimax test for hypotheses on a spectral density
• Title not available (Why is that?)
• Title not available (Why is that?)

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