A limit theorem for functionals of a Poisson process
On an optimum principle for partially observed controlled jump Markovian processes
Parametric test for change in a parameter occurring in the density of one-parameter exponential family
The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.
Rank test of hypothesis of randomness against a group of regression alternatives
A rank decision rule for a combined problem of testing and classification
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