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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2018 Volume 474, Pages 124–138 (Mi znsl6673)

This article is cited in 2 papers

On asymptotically minimax detection of signal in Gaussian white noise

M. S. Ermakovab

a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
b Saint Petersburg State University, Saint Petersburg, Russia

Abstract: For the problem of nonparametric detection of signal in Gaussian white noise, we find asymptotically minimax tests on maxisets.

Key words and phrases: maxisets, signal detection, Gaussian white noise.

UDC: 519.2

MSC: 62F03, 62G10, 62G20

Received: 07.11.2018



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