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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 2, Pages 385–393 (Mi tvp3136)  
This article is cited in 9 scientific papers (total in 9 papers)

Short Communications

On a hypotheses testing problem and asymptotical normality of stochastic integrals

Yu. A. Kutoyants

Ashtarak
Full-text PDF (522 kB) Citations (9)
Abstract: Conditions of local asymptotical normality (LAN) are given for a family of measures induced by solutions of stochastic differential equations. A problem of testing near hypotheses is considered. A sufficient condition is obtained for asymptotical normality of vector stochastic integrals.
Received: 30.05.1974
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 2, Pages 376–384
DOI: https://doi.org/10.1137/1120042
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Kutoyants, “On a hypotheses testing problem and asymptotical normality of stochastic integrals”, Teor. Veroyatnost. i Primenen., 20:2 (1975), 385–393; Theory Probab. Appl., 20:2 (1976), 376–384
Citation in format AMSBIB
\Bibitem{Kut75}
\by Yu.~A.~Kutoyants
\paper On a~hypotheses testing problem and asymptotical normality of stochastic integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 2
\pages 385--393
\mathnet{http://mi.mathnet.ru/tvp3136}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1293288}
\zmath{https://zbmath.org/?q=an:0331.62063}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 2
\pages 376--384
\crossref{https://doi.org/10.1137/1120042}
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  • https://www.mathnet.ru/eng/tvp/v20/i2/p385
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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