Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process

DOI10.1007/BF01099125zbMATH Open1267.62086OpenAlexW2001241674MaRDI QIDQ353214FDOQ353214

Authors: Vsevolod K. Malinovskii 

Publication date: 12 July 2013

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01099125

Mathematics Subject Classification ID

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

Cites Work

• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On Efficiency of First and Second Order

Cited In (2)

• Hypotheses testing and posterior concentration rates for semi-Markov processes
• A renewal approach to Markovian \(U\)-statistics

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