Testing hypothesis for the shift parameter in diffusion processes
Kybernetika (1988)
- Volume: 24, Issue: 1, page 28-35
- ISSN: 0023-5954
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topDohnal, Gejza. "Testing hypothesis for the shift parameter in diffusion processes." Kybernetika 24.1 (1988): 28-35. <http://eudml.org/doc/27588>.
@article{Dohnal1988,
author = {Dohnal, Gejza},
journal = {Kybernetika},
keywords = {shift parameter; local asymptotic mixed normality; non-ergodic case; diffusion type processes; LAMN; conditional inference approach; asymptotically optimal; Numerical results},
language = {eng},
number = {1},
pages = {28-35},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Testing hypothesis for the shift parameter in diffusion processes},
url = {http://eudml.org/doc/27588},
volume = {24},
year = {1988},
}
TY - JOUR
AU - Dohnal, Gejza
TI - Testing hypothesis for the shift parameter in diffusion processes
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 1
SP - 28
EP - 35
LA - eng
KW - shift parameter; local asymptotic mixed normality; non-ergodic case; diffusion type processes; LAMN; conditional inference approach; asymptotically optimal; Numerical results
UR - http://eudml.org/doc/27588
ER -
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