An analysis of a nonparametric detection scheme for strong mixing noise

It is shown how a modified sign detector may be designed for the nonparametric detection of a constant signal in strong mixing noise. An upper bound on the asymptotic performance of the detector is established, and the form of a detector whose performance achieves this bound is specified. The optimal design of the detector under a finite sample criterion is also considered, and it is shown that there is a marked difference in the detector designs resulting from the two different criteria.