Iacus, Stefano; Kutoyants, Yu. A. - Dipartimento di Economia, Management e Metodi … - 2000
A problem of hypothesis testing is considered for a model of diffusion process with diusion coecient 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...