Asymptotic distinguishing of autoregressive processes
We study the behavior of the probability of errors of the Neumann-Pearson criterion under various null and alternative hypotheses by the results of observations of autoregressive processes.
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| Date: | 1996 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1996
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5296 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511515291942912 |
|---|---|
| author | Lin'kov, Yu. N. Линьков, Ю. Н. |
| author_facet | Lin'kov, Yu. N. Линьков, Ю. Н. |
| author_sort | Lin'kov, Yu. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:29:48Z |
| description | We study the behavior of the probability of errors of the Neumann-Pearson criterion under various null and alternative hypotheses by the results of observations of autoregressive processes. |
| first_indexed | 2026-03-24T03:14:07Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5296 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:14:07Z |
| publishDate | 1996 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/e9/1302acc339d7ce7d3a7b741242f9ade9.pdf |
| spelling | umjimathkievua-article-52962020-03-18T21:29:48Z Asymptotic distinguishing of autoregressive processes Асимптотическое различение процессов авторегрессии Lin'kov, Yu. N. Линьков, Ю. Н. We study the behavior of the probability of errors of the Neumann-Pearson criterion under various null and alternative hypotheses by the results of observations of autoregressive processes. Досліджено поведінку ймовірностей помилок критерія Неймана — Пірсона при різних нульових та альтернативних гіпотезах за спостереженнями процесів авторе гресії. Institute of Mathematics, NAS of Ukraine 1996-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5296 Ukrains’kyi Matematychnyi Zhurnal; Vol. 48 No. 5 (1996); 635-641 Український математичний журнал; Том 48 № 5 (1996); 635-641 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/5296/7284 https://umj.imath.kiev.ua/index.php/umj/article/view/5296/7285 Copyright (c) 1996 Lin'kov Yu. N. |
| spellingShingle | Lin'kov, Yu. N. Линьков, Ю. Н. Asymptotic distinguishing of autoregressive processes |
| title | Asymptotic distinguishing of autoregressive processes |
| title_alt | Асимптотическое различение процессов авторегрессии |
| title_full | Asymptotic distinguishing of autoregressive processes |
| title_fullStr | Asymptotic distinguishing of autoregressive processes |
| title_full_unstemmed | Asymptotic distinguishing of autoregressive processes |
| title_short | Asymptotic distinguishing of autoregressive processes |
| title_sort | asymptotic distinguishing of autoregressive processes |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5296 |
| work_keys_str_mv | AT lin039kovyun asymptoticdistinguishingofautoregressiveprocesses AT linʹkovûn asymptoticdistinguishingofautoregressiveprocesses AT lin039kovyun asimptotičeskoerazličenieprocessovavtoregressii AT linʹkovûn asimptotičeskoerazličenieprocessovavtoregressii |