Asymptotic Rate of Discrimination for Markov Processes

• 1 December 1960
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 31  (4) , 982-994
• https://doi.org/10.1214/aoms/1177705671

Abstract

Keywords

• LIKELIHOOD RATIO TEST
• DISCRETE TIME
• MARKOV PROCESS
• LIKELIHOOD RATIO
• ERROR PROBABILITY