On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals
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Publication:4096287
DOI10.1137/1120042zbMath0331.62063OpenAlexW1967311147MaRDI QIDQ4096287
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
Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05) Stochastic analysis (60H99)
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Strong approximation of vector-valued stochastic integrals ⋮ Hypothesis testing for stochastic PDEs driven by additive noise ⋮ On Threshold Choice in Hypothesis Testing for Dynamical Systems with Small Noise ⋮ A new instrumental variable estimation for diffusion processes ⋮ Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
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