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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 320, Pages 54–68 (Mi znsl595)

This article is cited in 6 papers

Minimax detection of signal in weighted Gaussian white noise

M. S. Ermakov

Saint-Petersburg State University

Abstract: We consider the problem of signal detection in weighted Gaussian white noise where the set of alternatives is essentially nonparametric. In this setting we find the family of asymptotically minimax tests. The results are extended on the case of tested parametric hypothesis versus nonparametric sets of alternatives.

UDC: 519.21

Received: 25.06.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 137:1, 4516–4524

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