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Volumn 111, Issue 3, 2002, Pages 3582-3591

An asymptotic formula for the Neyman-Pearson risk in discriminating between two Markov chains

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EID: 52649121951     PISSN: 10723374     EISSN: 15738795     Source Type: Journal    
DOI: 10.1023/A:1016151602853     Document Type: Article
Times cited : (2)

References (9)
  • 1
    • 30944467302 scopus 로고
    • Large deviations and testing statistical hypotheses. II. Large deviations of maximum points of random fields
    • A. A. Borovkov and A. A. Mogulskii, "Large deviations and testing statistical hypotheses. II. Large deviations of maximum points of random fields," Sib. Adv. Math., 2, No. 4, 43-72 (1992).
    • (1992) Sib. Adv. Math. , vol.2 , Issue.4 , pp. 43-72
    • Borovkov, A.A.1    Mogulskii, A.A.2
  • 2
    • 52649160453 scopus 로고
    • Large deviations and testing statistical hypotheses. III. Asymptotically optimal tests for composite hypotheses
    • A. A. Borovkov and A. A. Mogulskii, "Large deviations and testing statistical hypotheses. III. Asymptotically optimal tests for composite hypotheses," Sib. Adv. Math., 3, No. 1, 19-86 (1993).
    • (1993) Sib. Adv. Math. , vol.3 , Issue.1 , pp. 19-86
    • Borovkov, A.A.1    Mogulskii, A.A.2
  • 8
    • 33750153097 scopus 로고    scopus 로고
    • On risk rates and large deviations in finite Markov chain experiments
    • P. Scheffel and H. Weizsäcker, "On risk rates and large deviations in finite Markov chain experiments," Math. Meth. Statist., 6, No. 3, 293-312 (1997).
    • (1997) Math. Meth. Statist. , vol.6 , Issue.3 , pp. 293-312
    • Scheffel, P.1    Weizsäcker, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.