Approximations and Time-Discretization in Testing One-Sided Hypotheses for the Mean of a Gaussian Process.
- Volume: 39, Issue: 2, page 95-105
- ISSN: 0026-1335; 1435-926X/e
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topLuschgy, H.. "Approximations and Time-Discretization in Testing One-Sided Hypotheses for the Mean of a Gaussian Process.." Metrika 39.2 (0): 95-105. <http://eudml.org/doc/176397>.
@article{Luschgy0,
author = {Luschgy, H.},
journal = {Metrika},
keywords = {one-sided hypotheses; Gaussian process; Gaussian white noise; nonlinear drift of Wiener process; approximate locally most powerful tests; continuous sampling; asymptotic effect of discrete sampling},
number = {2},
pages = {95-105},
title = {Approximations and Time-Discretization in Testing One-Sided Hypotheses for the Mean of a Gaussian Process.},
url = {http://eudml.org/doc/176397},
volume = {39},
year = {0},
}
TY - JOUR
AU - Luschgy, H.
TI - Approximations and Time-Discretization in Testing One-Sided Hypotheses for the Mean of a Gaussian Process.
JO - Metrika
PY - 0
VL - 39
IS - 2
SP - 95
EP - 105
KW - one-sided hypotheses; Gaussian process; Gaussian white noise; nonlinear drift of Wiener process; approximate locally most powerful tests; continuous sampling; asymptotic effect of discrete sampling
UR - http://eudml.org/doc/176397
ER -
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