Geodesic
On a hypotheses testing problem and asymptotical normality of stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 385-393 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{TVP_1975_20_2_a12,
     author = {Yu. A. Kutoyants},
     title = {On a~hypotheses testing problem and asymptotical normality of stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {385--393},
     year = {1975},
     volume = {20},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/}
}
TY  - JOUR
AU  - Yu. A. Kutoyants
TI  - On a hypotheses testing problem and asymptotical normality of stochastic integrals
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1975
SP  - 385
EP  - 393
VL  - 20
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/
LA  - ru
ID  - TVP_1975_20_2_a12
ER  - 
%0 Journal Article
%A Yu. A. Kutoyants
%T On a hypotheses testing problem and asymptotical normality of stochastic integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 385-393
%V 20
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/
%G ru
%F TVP_1975_20_2_a12
Yu. A. Kutoyants. On a hypotheses testing problem and asymptotical normality of stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 385-393. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/