scientific article; zbMATH DE number 2058890

MaRDI QIDQ4455447zbMATH OpenFDO

Authors Yu. N. Lin'kov, O. S. Poznakhareva

Publication date 16 March 2004

zbMATH Keywords

likelihood ratiolarge deviation theoremminimax testNeyman-Pearson testBayes testHellinger integralautoregression process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20)

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