scientific article; zbMATH DE number 772912

MaRDI QIDQ4838520zbMATH OpenFDO

Authors Malek Bouaziz

Publication date 30 August 1995

zbMATH Keywords

approximate inverses of covariance matricesdiscrete Wiener-Hopf equationsfactorisation conditionfinite sections of Toeplitz operatorsHilbert spacessequence of Neyman-Pearson testsspectral densitieszero-mean stationary Gaussian probability measure

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Applications of operator theory in probability theory and statistics (47N30) Sufficiency and information (62B99) Nonparametric hypothesis testing (62G10) Inference from stochastic processes (62M99)

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Cited in

(4)

• On large deviations in testing simple hypotheses for locally stationary Gaussian processes
• Large deviations for quadratic forms of stationary Gaussian processes
• Sharp large deviations for Gaussian quadratic forms with applications
• Large deviations for quadratic forms of locally stationary processes

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