English, Article, Journal or magazine article edition: Semiparametric hypotheses testing for dynamical system with small noise Stefano Iacus; Yu. A. Kutoyants

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Bookmark: http://trove.nla.gov.au/version/58997
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Semiparametric hypotheses testing for dynamical system with small noise
Author
  • Stefano Iacus
  • Yu. A. Kutoyants
Physical Description
  • preprint
Notes
  • 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 proposed is locally asymptotically uniformly most powerful for a class of contiguous alternatives.
  • minimax test, diusion processes, contiguous hypotheses.
  • RePEc:mil:wpdepa:2000-02
Language
  • English
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