scientific article; zbMATH DE number 4157725

MaRDI QIDQ3485769zbMATH OpenFDO

Authors

Publication date 1990

zbMATH Keywords

parameter estimationautoregressive processesasymptotic behaviour of the second kind errorRenyi distance of Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07)

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• Adaptive decision making for stochastic processes
• Some properties of the Hellinger transform and its application in classification problems
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• Adaptive tests for stochastic processes in the ergodic case

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