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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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Bibliographic Details
Date:	1996
Main Authors:	Lin'kov, Yu. N., Линьков, Ю. Н.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1996
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

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