Asymptotic properties of tests for a class of diffusion processes: Optimality and adaptation

zbMath0798.62087MaRDI QIDQ1332104

Harald Luschgy, Andrew. L. Rukhin

Publication date: 10 October 1994

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationdiffusion processnuisance parameterglobal optimalityadaptive testNeyman-Pearson testmost powerful testasymptotically optimal behaviorsecond kind errorsufficient adaptation conditions

Mathematics Subject Classification ID

Geostatistics (86A32) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

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