- E. I. Kolomiets, “On the Asymptotic Behavior of Probabilities of Type I and Type II Errors in the Neyman–Pearson Test. (Case of Total Asymptotically Distinguishable Hypotheses)”, Theory Probab. Appl., 32, no. 3, 1988, 458
- Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125
- Andrew L. Rukhin, “Adaptive testing of multiple hypotheses for stochastic processes”, Stochastic Analysis and Applications, 12, no. 5, 1994, 567
- E. Valkeila, L. Yu. Vostrikova, “On Predictable Tests of $(c_n)$-Consistency of Estimates”, Theory Probab. Appl., 32, no. 3, 1988, 477
- Семен Александрович Хихол, Semen Alexandrovich Khihol, “Усреднение локальных характеристик сближает семимартингал с независимыми приращениями с процессами Леви”, Теория вероятностей и ее применения, 58, no. 3, 2013, 486
- B. Grigelionis, Stochastic Processes, 1993, 107
- S. A. Khikhol, “Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes”, Theory Probab. Appl., 58, no. 3, 2014, 413
- Alexandra Carpentier, Céline Duval, Ester Mariucci, “Total variation distance for discretely observed Lévy processes: A Gaussian approximation of the small jumps”, Ann. Inst. H. Poincaré Probab. Statist., 57, no. 2, 2021