scientific article; zbMATH DE number 3969955

zbMATH Open0601.62117MaRDI QIDQ3736769FDOQ3736769

Authors: V. I. Stepakhno 

Publication date: 1985

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

Recommendations

• scientific article; zbMATH DE number 4080685
• The minimax hypothesis testing about spectral density
• scientific article; zbMATH DE number 4096562
• An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence
• Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences

zbMATH Keywords

correlationnormalityspectrumstationary Gaussian sequenceNeyman-Pearson criterionlinear criteriabest distinction between hypothesesratio of variance criterion

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• The minimax hypothesis testing about spectral density
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3736769)