Abstract
Assume that on the set of the values t = 1, ⋯, k there is given a realization of the Gaussian stationary process Xt with spectral density f(λ), λ ∈ (0, 1). There arises the problem of the minimax testing of the hypothesis H0: f(λ) = p(λ).
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 115–125, 1990.
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Ermakov, M.S. A minimax test for hypotheses on a spectral density. J Math Sci 68, 475–483 (1994). https://doi.org/10.1007/BF01254272
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DOI: https://doi.org/10.1007/BF01254272