On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals
- 1 March 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 20 (2) , 376-384
- https://doi.org/10.1137/1120042
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Local Asymptotic Normality for Non-Identically Distributed ObservationsTheory of Probability and Its Applications, 1976
- Contiguity of Probability MeasuresPublished by Cambridge University Press (CUP) ,1972
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- Asymptotically Optimal Tests for Testing Hypothesis for Interdependent Samples of ObservationsTheory of Probability and Its Applications, 1971
- A characterization of limiting distributions of regular estimatesProbability Theory and Related Fields, 1970
- A Theorem on Admissible Tests and Its Application to an Asymptotic Problem of Testing HypothesesTheory of Probability and Its Applications, 1967