Asymptotic distinguishing of autoregressive processes
Abstract
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.Downloads
Published
25.05.1996
Issue
Section
Research articles
How to Cite
Lin'kov, Yu. N. “Asymptotic Distinguishing of Autoregressive Processes”. Ukrains’kyi Matematychnyi Zhurnal, vol. 48, no. 5, May 1996, pp. 635-41, https://umj.imath.kiev.ua/index.php/umj/article/view/5296.