Asymptotic distinction of counting processes

DOI10.1007/BF01057454zbMath0803.62077MaRDI QIDQ1336028

Yu. N. Lin'kov

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingaleslaw of large numberscanonical representationdiscontinuitiescounting processespredictable processNeyman-Pearson testsimple hypothesescompensatorserror of the second-kindlikelihood- ratio processlogarithm of the likelihood ratioprocess of local density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Testing hypothesis on transition distributions of a Markov sequence

Cites Work

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• Asymptotic discrimination between renewal processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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