This article is cited in 10 papers

Short Communications

On a hypotheses testing problem and asymptotical normality of stochastic integrals

Yu. A. Kutoyants

Ashtarak

Abstract: Conditions of local asymptotical normality (LAN) are given for a family of measures induced by solutions of stochastic differential equations. A problem of testing near hypotheses is considered. A sufficient condition is obtained for asymptotical normality of vector stochastic integrals.

Received: 30.05.1974

 English version: Theory of Probability and its Applications, 1976, 20:2, 376–384

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