Limit theorems and testing hypotheses on Markov chains
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| 024 | 7 | 0 | |a 10.1515/156939203322733282 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939203322733282 | ||
| 100 | 1 | |a Nagaev |D A. V. | |
| 245 | 1 | 0 | |a Limit theorems and testing hypotheses on Markov chains |h [Elektronische Daten] |c [A. V. Nagaev] |
| 520 | 3 | |a We consider the optimal tests based on the likelihood ratio for discriminating between two Markov chains having a common finite phase space ℒ. Their risks are expressed in terms of probabilities of large deviations for sum of random variables defined on another Markov chain with the phase space ℒ × ℒ. Both simple and composite alternatives are considered. The established asymptotic formulas for the considered risks are precise. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 773 | 0 | |t Discrete Mathematics and Applications |d Walter de Gruyter |g 13/6(2003-12-01), 569-599 |x 0924-9265 |q 13:6<569 |1 2003 |2 13 |o dma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939203322733282 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939203322733282 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Nagaev |D A. V. | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Discrete Mathematics and Applications |d Walter de Gruyter |g 13/6(2003-12-01), 569-599 |x 0924-9265 |q 13:6<569 |1 2003 |2 13 |o dma | ||
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