Abstract
We study the behavior of the probability of errors of the Neumann-Pearson criterion under various null and alternative hypotheses by the results of observations of autoregressive processes.
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Lin’kov, Y.N. Asymptotic distinguishing of autoregressive processes. Ukr Math J 48, 706–714 (1996). https://doi.org/10.1007/BF02384237
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DOI: https://doi.org/10.1007/BF02384237