ASYMPTOTIC PROPERTIES OF LIKELIHOOD RATIO TESTS BASED ON CONDITIONAL SPECIFICATION
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Schweppe’s Likelihood Ratio Detector
We consider discrete-time detection with dynamical modeling, where the data generating processes are represented through state-variable techniques. Given the modeling above, one computationally effective method of calculating the likelihood ratio functions is due to Schweppe. In this paper, we study the asymptotic properties of Schweppe’s likelihood ratio detector, and evaluate the power probab...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 1982
ISSN: 2196-7040,2193-1402
DOI: 10.1524/strm.1982.1.1.81