Add to ORKGThe problem of hypotheses testing based on empirical characteristic functions is considered for the s-th order Markov chains. The problem of maximization of the test power is solved in the case of simple hypotheses, in general case with training samples, and in the case of contiguous hypotheses. Numerical results are presented
The empirical characteristic function is considered as a tool for large sample testing of a hypothes...
The problems of sequential testing of hypotheses on parameters of stocha- sic data being observed a...
We study the structure of sample paths of Markov systems by using performance potentials as the fund...
The problem of sequential testing of hypotheses on parameters of Markov chains is considered. The sp...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
A statistical decision rule for testing of s-dimensional uniformity of discrete time series based o...
A three-state non-homogeneous Markov chain (MC) of order m≥0, denoted M(m), was previously introduce...
An important mathematical problem of computer data analysis – the problem of statistical sequential ...
The problems of sequential testing of hypotheses on parameters of stocha- sic data being observed a...
Bibliography: pages 36-38.Much research has been done recently on the application of the empirical c...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
This dissertation is devoted to statistical inference based on characteristic functions. For some po...
The development of statistical inference procedures for semi- Markov processes seems to be rather sc...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
Ph.D.MathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue....
The empirical characteristic function is considered as a tool for large sample testing of a hypothes...
The problems of sequential testing of hypotheses on parameters of stocha- sic data being observed a...
We study the structure of sample paths of Markov systems by using performance potentials as the fund...
The problem of sequential testing of hypotheses on parameters of Markov chains is considered. The sp...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
A statistical decision rule for testing of s-dimensional uniformity of discrete time series based o...
A three-state non-homogeneous Markov chain (MC) of order m≥0, denoted M(m), was previously introduce...
An important mathematical problem of computer data analysis – the problem of statistical sequential ...
The problems of sequential testing of hypotheses on parameters of stocha- sic data being observed a...
Bibliography: pages 36-38.Much research has been done recently on the application of the empirical c...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
This dissertation is devoted to statistical inference based on characteristic functions. For some po...
The development of statistical inference procedures for semi- Markov processes seems to be rather sc...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
Ph.D.MathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue....
The empirical characteristic function is considered as a tool for large sample testing of a hypothes...
The problems of sequential testing of hypotheses on parameters of stocha- sic data being observed a...
We study the structure of sample paths of Markov systems by using performance potentials as the fund...