Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/258500| Title: | Performance and robustness analysis of sequential hypotheses testing for time series with trend |
| Authors: | Kharin, A. Tu, T. T. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2017 |
| Publisher: | Austrian Statistical Society |
| Citation: | Austrian J Stat 2017;46(3-4SpecialIssue):23-36. |
| Abstract: | The problem of sequential testing of simple hypotheses for time series with a trend is considered. Analytic expressions and asymptotic expansions for error probabilities and expected numbers of observations are obtained. Robustness analysis is performed. Numerical results are given. |
| URI: | https://elib.bsu.by/handle/123456789/258500 |
| DOI: | 10.17713/ajs.v46i3-4.668 |
| Scopus: | 85018319995 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 668-Article Text-1964-2-10-20170402.pdf | 453,92 kB | Adobe PDF | View/Open |
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