Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values

DOI10.1137/1134052zbMath0757.62041OpenAlexW2081830375MaRDI QIDQ4710702

Vsevolod K. Malinovskii

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1137/1134052

zbMATH Keywords

Edgeworth expansionslocal alternativespower functionssimple hypothesisHarris recurrent Markov chainsdeficienciesasymptotically efficient testslogarithm of likelihood ratio

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

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