Modern trends in multivariate time-series analysis 2 |
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| Authors: | Jiří Anděl |
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| Affiliation: | Department of Statistics , Charles University , Sokolovskául. 83, Prague 8, 18600 |
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| Abstract: | The paper deals with statistical tests of hypotheses about the real parameter of a homogeneous time-discrete Markov process. The power function of an asymptotically uniformly most powerful unbiased sequence of tests is approximately calculated and the convergence order of the remainder term is given. The essential assumption used is the uniform ergodicity of the Markov process. |
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| Keywords: | Markov process statistics tests asymptotically uniformly most powerful tests parameter tests for Markov processes power function power of a test |
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