EuDML | Browse

Items

All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 2

Displaying 21 – 39 of 39

On the Power of Nonparametric Changepoint-Tests.

Dietmar Ferger (1994)

Metrika

Optimal sequential multiple hypothesis tests

Andrey Novikov (2009)

Kybernetika

This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.

Problème d'identification dans le modèle de Cox

R. Senoussi (1990)

Annales de l'I.H.P. Probabilités et statistiques

Ratio type statistics for detection of changes in mean

Barbora Madurkayová (2011)

Acta Universitatis Carolinae. Mathematica et Physica

Sequential probability ratio tests for stochastic processes: a review note

Norbert Schmitz (1985)

Banach Center Publications

Some results for the quadratic analysis of Gaussian processes and applications

J. Soler (1980)

Banach Center Publications

Statistical problems on point processes

Klaus Krickeberg (1980)

Banach Center Publications

Sur certains problèmes d'estimation et de test concernant la moyenne d'un processus gaussien

Anestis Antoniadis (1982)

Annales de l'I.H.P. Probabilités et statistiques

Sur la détection d'un signal dans un bruit de Cauchy

Almeida, R.M. de, Moché, R. (1992)

Portugaliae mathematica

Testing a homogeneity of stochastic processes

Jaromír Antoch, Daniela Jarušková (2007)

Kybernetika

The paper concentrates on modeling the data that can be described by a homogeneous or non-homogeneous Poisson process. The goal is to decide whether the intensity of the process is constant or not. In technical practice, e.g., it means to decide whether the reliability of the system remains the same or if it is improving or deteriorating. We assume two situations. First, when only the counts of events are known and, second, when the times between the events are available. Several statistical tests...

Testing a sub-hypothesis in linear regression models with long memory covariates and errors

Hira L. Koul, Donatas Surgailis (2008)

Applications of Mathematics

This paper considers the problem of testing a sub-hypothesis in homoscedastic linear regression models when the covariate and error processes form independent long memory moving averages. The asymptotic null distribution of the likelihood ratio type test based on Whittle quadratic forms is shown to be a chi-square distribution. Additionally, the estimators of the slope parameters obtained by minimizing the Whittle dispersion is seen to be $n^{1 / 2}$ -consistent for all values of the long memory parameters...

Testing in stationary models based on divergences of observed and theoretical frequencies

María Luisa Menéndez, Domingo Morales, Leandro Pardo, Igor Vajda (1997)

Kybernetika

Testing One-Sided Hypotheses for the Mean of a Gaussian Process.

H. Luschgy (1991)

Metrika

Testing stationary processes for independence

Gusztáv Morvai, Benjamin Weiss (2011)

Annales de l'I.H.P. Probabilités et statistiques

Let H0 denote the class of all real valued i.i.d. processes and H1 all other ergodic real valued stationary processes. In spite of the fact that these classes are not countably tight we give a strongly consistent sequential test for distinguishing between them.