Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 385-393
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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/
@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
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.
