Previous article Next article On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov ObservationsV. K. MalinovskiiV. K. Malinovskiihttps://doi.org/10.1137/1130076PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] P. J. Bickel, , D. M. Chibisov and , W. R. van Zwet, On efficiency of first and second order, Internat. Statist. Rev., 49 (1981), 169–175 82m:62071 0469.62038 CrossrefGoogle Scholar[2] D. M. Chibisov, J. Hájek, Asymptotic expansions for some asymptotically optimal tests, Proceedings of the Prague Symposium on Asymptotic Statistics (Charles Univ., Prague, 1973), Vol. II, Charles Univ., Prague, 1974, 37–68 53:4332 0361.62016 Google Scholar[3] D. M. Chibisov and , W.R. van Zwet, On the Edgeworh expansion for the logarithm of the likelihood ratio. I, Theory Prob. Appl., 29 (1984), 427–451 LinkGoogle Scholar[4] D. M. Chibisov, On the normal approximation for a certain class of statistics, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 153–174 54:14192 0235.62011 Google Scholar[5] J. Pfanzagl, J. Hajek, Asymptotically optimum estimation and test procedures, Proceedings of the Prague Symposium on Asymptotic Statistics (Charles Univ., Prague, 1973), Vol. I, Charles Univ., Prague, 1974, 201–272 52:6962 0355.62014 Google Scholar[6] J. Pfanzagl, Asymptotic expansions in parametric statistical theoryDevelopments in statistics, Vol. 3, Academic Press, New York, 1980, 1–97 82d:62041 0481.62018 CrossrefGoogle Scholar[7] G. Roussas, Contiguity of probability measures: some applications in statistics, Cambridge University Press, London, 1972xiii+248 50:11554 0265.60003 CrossrefGoogle Scholar[8] A. N. Tikhomirov, On convergence rate in the central limit theorem for weakly dependent variables, Theory Prob. Appl., 25 (1980), 790–809 0471.60030 LinkGoogle Scholar[9] Ken-ichi Yoshihara, Probability inequalities for sums of absolutely regular processes and their applications, Z. Wahrsch. Verw. Gebiete, 43 (1978), 319–329 58:13287 0364.60051 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails A renewal approach to Markovian U-statistics29 June 2011 | Mathematical Methods of Statistics, Vol. 20, No. 2 Cross Ref Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed ValuesV. K. Malinovskii17 July 2006 | Theory of Probability & Its Applications, Vol. 34, No. 3AbstractPDF (1226 KB) Volume 30, Issue 3| 1986Theory of Probability & Its Applications History Submitted:21 March 1984Published online:17 July 2006 InformationCopyright © 1986 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130076Article page range:pp. 603-608ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics