Asymptotic properties of tests for a class of diffusion processes: Optimality and adaptation (Q1332104)
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scientific article; zbMATH DE number 635773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of tests for a class of diffusion processes: Optimality and adaptation |
scientific article; zbMATH DE number 635773 |
Statements
Asymptotic properties of tests for a class of diffusion processes: Optimality and adaptation (English)
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10 October 1994
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sufficient adaptation conditions
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global optimality
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Neyman-Pearson test
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second kind error
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stochastic differential equation
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diffusion process
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adaptive test
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nuisance parameter
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asymptotically optimal behavior
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most powerful test
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