SEQUENTIAL STATISTICAL HYPOTHESES TESTING ON PARAMETERS OF TIME SERIES WITH A TREND UNDER MISSING VALUES
Abstract
The problem of sequential testing of simple hypotheses for time series with a trend is considered in case of missing observations. The sequential test is constructed and its performance characteristics are analysed. Numerical results of experiments are given.
About the Authors
A. Yu. KHARIN
Belarusian State University
Russian Federation
Russian Federation
TON THAT TU
Belarusian State University; Da Nang University
Russian Federation
Russian Federation
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