zbMath0632.62085MaRDI QIDQ3769816
Gejza Dohnal
Publication date: 1988
Full work available at URL: https://eudml.org/doc/27588
zbMATH Keywords
asymptotically optimal; local asymptotic mixed normality; Numerical results; diffusion type processes; shift parameter; LAMN; non-ergodic case; conditional inference approach
Mathematics Subject Classification ID
62F05: Asymptotic properties of parametric tests
62M02: Markov processes: hypothesis testing