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Testing composite hypotheses for locally stationary processes
Kenji Sakiyama
*
, Masanobu Taniguchi
*
Corresponding author for this work
Research output
:
Contribution to journal
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Article
›
peer-review
10
Citations (Scopus)
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Dive into the research topics of 'Testing composite hypotheses for locally stationary processes'. Together they form a unique fingerprint.
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Mathematics
Locally Stationary Processes
100%
Composite Hypothesis
86%
Testing Hypotheses
76%
Likelihood Ratio Test
66%
Local Power
59%
Limiting Distribution
41%
Wald Test
27%
Local Alternatives
26%
Asymptotic Optimality
26%
Stationarity
22%
Numerical Study
20%
Null hypothesis
19%
Form
17%
Evaluate
16%
Tend
15%
Testing
14%
Simulation
13%
Alternatives
13%
Theorem
8%
Class
6%
Business & Economics
Stationary Process
84%
Likelihood Ratio Test
76%
Lagrange multiplier Test
57%
Local Power
57%
Limiting Distribution
53%
Testing
52%
Asymptotic Optimality
43%
Local Alternatives
30%
Wald Test
28%
Stationarity
23%
Simulation
14%
Alternatives
9%
Engineering & Materials Science
Lagrange multipliers
74%
Composite materials
36%
Testing
32%
Local area networks
31%