On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals

DOI10.1137/1120042MaRDI QIDQ4096287zbMATH OpenOpenAlexFDO

Authors Yu. A. Kutoyants

Publication date 1975

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1120042

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic analysis (60H99) Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(5)

• Strong approximation of vector-valued stochastic integrals
• Hypothesis testing for stochastic PDEs driven by additive noise
• A new instrumental variable estimation for diffusion processes
• On threshold choice in hypothesis testing for dynamical systems with small noise
• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations

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