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Problemy Peredachi Informatsii, 1981, Volume 17, Issue 3, Pages 69–80
(Mi ppi1409)
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Methods of Signal Processing
Asymptotic Power of Statistical Criteria for Counting Processes
Yu. N. Lin'kov
Abstract:
The article obtains the asymptotic behavior of the error probabilities of the maximum-likelihood criteria with asymptotic level $\alpha\in(0,1)$ in the case of discrimination of two counting processes with continuous compensators. Asymptotically locally most powerful criteria for testing the simple hypothesis against the complex parametric alternative are obtained.
Received: 26.02.1980
Citation:
Yu. N. Lin'kov, “Asymptotic Power of Statistical Criteria for Counting Processes”, Probl. Peredachi Inf., 17:3 (1981), 69–80; Problems Inform. Transmission, 17:3 (1981), 196–205
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https://www.mathnet.ru/eng/ppi1409 https://www.mathnet.ru/eng/ppi/v17/i3/p69
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Abstract page: | 141 | Full-text PDF : | 87 |
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