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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 85, Pages 129–136 (Mi znsl2957)  
On the optimal choise of the moments, of observation in a problem of distinguishing of stochastic processes

S. B. Makarova
Full-text PDF (334 kB)
Abstract: The problem of distinguishing two Wiener processes in considered when the number and not the moments of observations is fixed and the character of the random error is also given. Questions connected with the problem of optimal choice of the moments of observations are considered, and the asimptotical behavior of the distance between corresponding finite-dimentional distribution is described.
English version:
Journal of Soviet Mathematics, 1982, Volume 20, Issue 3, Pages 2196–2201
DOI: https://doi.org/10.1007/BF01239997
Bibliographic databases:
UDC: 519.73
Language: Russian
Citation: S. B. Makarova, “On the optimal choise of the moments, of observation in a problem of distinguishing of stochastic processes”, Investigations in the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 85, "Nauka", Leningrad. Otdel., Leningrad, 1979, 129–136; J. Soviet Math., 20:3 (1982), 2196–2201
Citation in format AMSBIB
\Bibitem{Mak79}
\by S.~B.~Makarova
\paper On the optimal choise of the moments, of observation in a~problem of distinguishing of stochastic processes
\inbook Investigations in the theory of probability distributions. Part~IV
\serial Zap. Nauchn. Sem. LOMI
\yr 1979
\vol 85
\pages 129--136
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2957}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=535463}
\zmath{https://zbmath.org/?q=an:0417.60051|0489.60049}
\transl
\jour J. Soviet Math.
\yr 1982
\vol 20
\issue 3
\pages 2196--2201
\crossref{https://doi.org/10.1007/BF01239997}
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