The Bhattacharyya distance and detection between Markov chains

DOI10.1109/TIT.1978.1055967zbMath0394.93047OpenAlexW2082929189MaRDI QIDQ4177434

Dimitri Kazakos

Publication date: 1978

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1978.1055967

zbMATH Keywords

Markov ChainsAsymptotically Perfect DetectionBhattacharyYa Distance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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