论文信息 - Semiparametric Hypotheses Testing for Dynamical System with Small Noise

Semiparametric Hypotheses Testing for Dynamical System with Small Noise

A problem of hypothesis testing is considered for a model of diffusion process with division coefficient tending to zero. A simple hypothesis and a semiparametric alternative are formulated in the terms of the values of some functional of nonperturbed trajectory of the dynamical system. The test proposed is locally asymptotically uniformly most powerful for a class of contiguous alternatives.

Stefano M. Iacus | S. Iacus | Y. Kutoyants | Yu A. Kutoyants

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