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Asymptotic distinction of counting processes

A canonical representation is obtained for the logarithm of the likelihood ratio. Limit theorems describing its asymptotic behavior are proved. Using these theorems, we study the rate of decrease of the probability of an error of the second-kind in the Neyman-Pearson test.

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Bibliographic Details
Date:	1993
Main Authors:	Lin'kov, Yu. N., Линьков, Ю. Н.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1993
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5890
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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