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Year of publication
Subject
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contiguous hypotheses 1 diusion processes 1 minimax test 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Iacus, Stefano 1 Kutoyants, Yu. A. 1
Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1
Published in...
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Departmental Working Papers / Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1
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RePEc 1
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Semiparametric hypotheses testing for dynamical system with small noise
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...
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