On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov Observations

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DOI10.1137/1130076zbMath0609.62035OpenAlexW2009331739MaRDI QIDQ3749910

Vsevolod K. Malinovskii

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130076

zbMATH Keywords

sufficient conditions power functions strong mixing condition second-order efficiency testing a simple hypothesis Markov observations asymptotically efficient test existence of asymptotic expansions homogeneous stationary Markov chain

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (1)

A renewal approach to Markovian \(U\)-statistics

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