18 citations to 10.1007/BF00532238 (Crossref Cited-By Service)
  1. 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  crossref
  2. Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125  crossref
  3. Andrew L. Rukhin, “Adaptive testing of multiple hypotheses for stochastic processes”, Stochastic Analysis and Applications, 12, no. 5, 1994, 567  crossref
  4. E. Valkeila, L. Yu. Vostrikova, “On Predictable Tests of $(c_n)$-Consistency of Estimates”, Theory Probab. Appl., 32, no. 3, 1988, 477  crossref
  5. 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  crossref
  6. B. Grigelionis, Stochastic Processes, 1993, 107  crossref
  7. 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  crossref
  8. 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  crossref
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