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 |
| Download file: |  |