Semiparametric hypotheses testing for dynamical system with small noise
Year of publication: |
2000-01-01
|
---|---|
Authors: | Iacus, Stefano ; Kutoyants, Yu. A. |
Institutions: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano |
Subject: | minimax test | diusion processes | contiguous hypotheses |
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