Identifying a signal in a markovian symmetric cauchy random noise
Authors:
Bruno Mass
a;
Raymond Moch
b
a;
Raymond Moch
b
| Affiliations: | a Universit du Littoral, Dunkerque, France |
b UFR de Math matiques (M2), USTL Cit Scientifique, Villeneuve d' Ascq Cedex, France |
DOI:
10.1080/10485259608832683
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
An unknown signal θ being received in the presence of a Markovian symmetric Cauchy random noise whose probability law is known, we examine the problem of identifying θ with any given signal θo. We use two quite different methods to test the hypothesis “θ = θo”against an alternative hypothesis as large as possible. Several situations are presented in which the problem under consideration can, or cannot, be solved. In the first case, consistent tests are given.
|
| Keywords: identification test; signal; Cauchy stochastic process; Markov process |
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