Geodesic

Studies in mathematical statistics. Part 9

Sommaire

Preface
Nonparametric hypothesis testing for stochastic processes
p. 8-13
Nuisance parameters in financial statistics
p. 14-25
On the asymptotic behaviour of the Gauss functional integral
p. 26-36
On distribution of functionals of Brownian motion, stopped at the moment inverse to local time
p. 37-61
$\chi^2$-goodness test for one- and multidimensional distributions
p. 62-79
Homoclinical version of CLT
p. 80-91
On a class of non-uniform estimates in multidimensional limit theorems
p. 92-105
On a condition of constancy of regression of a polynomial statistic on sample mean
p. 106-114
Minimax Hypothesis Testing About Spectral Density
p. 115-125
Conditions for Gaussian homogeneous fields to belong to classes
p. 126-143
On Poissonian components of probability distributions on $\mathrm{R}^n$
p. 144-151
Minimax signal detection in $l_p$-metrics
p. 152-168
Stochastic processes with common contransition probabilities
p. 169-181
Verifiability and strong verifiability
p. 182-188
Precise asymptotic of some Gaussian great deviations
p. 189-199
On the Borel–Cantelli lemma
p. 200-207
Generating functions for $k$-th record times — a martingale approach
p. 208-214
Local Chernoff and Hodges–Lehmann efficiencies of linear rank symmetry tests
p. 215-226
Large deviations and Bahadur efficiency of the Khmaladze–Aki statistics
p. 227-233
Admissible polinomial estimatore for quadratic polinomial of normal parameters
p. 234-247
A generalisation of Steinhaus problem on the convergence of series with random signes
p. 248-259
Conditional distributions of maximum of a Gaussian random field
p. 260-263
Measures on LCA groupes whose $n$-fold convolutions may be defined by their restriction on a massive set
p. 264-270
On one alternative to the traditional computer tomography
p. 271-278
On stationary Gaussian processes having finite correlation function
p. 279-288
On a problem of A. N. Kolmogorov
p. 289-319