Zapiski Nauchnykh Seminarov POMI, Boundary-value problems of mathematical physics and related problems of function theory. Part 18, Tome 153 (1986), pp. 105-114
Citer cet article
V. K. Malinovskii. On asymptotical optimality of criterion in a hypothesis testing problem for Markov jump processes. Zapiski Nauchnykh Seminarov POMI, Boundary-value problems of mathematical physics and related problems of function theory. Part 18, Tome 153 (1986), pp. 105-114. http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a8/
@article{ZNSL_1986_153_a8,
author = {V. K. Malinovskii},
title = {On asymptotical optimality of criterion in a~hypothesis testing problem for {Markov} jump processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {105--114},
year = {1986},
volume = {153},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a8/}
}
TY - JOUR
AU - V. K. Malinovskii
TI - On asymptotical optimality of criterion in a hypothesis testing problem for Markov jump processes
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1986
SP - 105
EP - 114
VL - 153
UR - http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a8/
LA - ru
ID - ZNSL_1986_153_a8
ER -
%0 Journal Article
%A V. K. Malinovskii
%T On asymptotical optimality of criterion in a hypothesis testing problem for Markov jump processes
%J Zapiski Nauchnykh Seminarov POMI
%D 1986
%P 105-114
%V 153
%U http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a8/
%G ru
%F ZNSL_1986_153_a8
A family of jumping Markov processes depending on a real parameter is considered. We test a simple hypothesis versus one-sided alternative on the base of increasing volume of observations. We suggest a test for this problem which is proved to be second order asymptotically efficient. This proof does not require asymptotic expansions of power functions.
