scientific article; zbMATH DE number 4028681

MaRDI QIDQ3769816zbMATH OpenFDO

Authors Gejza Dohnal

Publication date 1988

Full work available at URL https://eudml.org/doc/27588, http://www.kybernetika.cz/content/1988/1/28

zbMATH Keywords

asymptotically optimallocal asymptotic mixed normalityNumerical resultsdiffusion type processesshift parameterLAMNnon-ergodic caseconditional inference approach

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Recommendations

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Cited in

(5)

• Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes
• Evidential inference for diffusion-type processes
• Testing diffusion processes for non-stationarity
• Semiparametric hypotheses testing for dynamical systems with small noise
• scientific article; zbMATH DE number 5164393 (Why is no real title available?)

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