Testing one-sided hypotheses for the mean of a Gaussian process

DOI10.1007/BF02613610MaRDI QIDQ1181134zbMATH OpenFDO

Authors Harald Luschgy

Publication date 27 June 1992

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176345

zbMATH Keywords

local alternativeslocally most powerful testasymptotically uniformly most powerfulknown covariance functioncontinuous zero-mean Gaussian processlinear stochastic differential systemssinusoidal signal transmissiontesting one-sided hypotheses

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3862279 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3610625 (Why is no real title available?)
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Stochastic processes and statistical inference
• The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance

Cited in

(8)

• Testing Gaussian process with applications to super-resolution
• scientific article; zbMATH DE number 3942738 (Why is no real title available?)
• Hypothesis Testing for Multidimensional Gaussian Process
• Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process
• A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process
• Hypotheses testing for multidimensional Gaussian process
• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process
• scientific article; zbMATH DE number 773968 (Why is no real title available?)

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