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...

We consider a problem of estimation for the telegrapher’s processon the line, say X(t), driven by a Poisson process with non constantrate. It turns out that the finite-dimensional law of the process X(t)is a solution to the telegraph equation with non constant coefficients.We give the explicit...

We consider parametric hypotheses testing for multidimensional ergodic diffusion processes observed at discrete time. We propose a family of test statistics, related to the so called phi-divergence measures. By taking into account the quasi-likelihood approach developed for studying the...

Government

Analysis of the E-Learning survey at University of Milan. In this work we use several statistical techniques to study the data from a survey on the faculty staff of the University of Milan on E-Learning practices. In particularly, the analysis was focused on the identification of typical...