Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250)

The paper deals with hypothesis testing in discrete time stochastic processes. Test statistics based on score functions, similar to \textit{C. R. Rao}'s score statistic [Proc. Cambridge Philos. Soc. 44, 50-57 (1948; Zbl 0034.075)] in the i.i.d. case are proposed. Asymptotic optimum properties are derived, using Le Cam's concept of contiguity of probability measures for the so-called ergodic case [e.g. \textit{I. V. Basawa} and \textit{D. J. Scott}, Asymptotic inference for non-ergodic models. (1983; Zbl 0519.62039)]. Assumptions are related to conditions in the works of Basawa resp. Rao, but no comparisons are made.