scientific article; zbMATH DE number 4157725

zbMATH Open0705.62079MaRDI QIDQ3485769FDOQ3485769

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Publication date: 1990

Title of this publication is not available (Why is that?)

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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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• Rényi entropy rate for Gaussian processes
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• Maximum likelihood principle and \(I\)-divergence: continuous time observations.
• The Rényi distances of Gaussian measures.
• 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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