Asymptotic distinguishing of autoregressive processes

  • Yu. N. Lin'kov

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.
Published
25.05.1996
How to Cite
Lin’kovY. 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.
Section
Research articles