Abstract
General statement of the problem of testing two hypotheses Let the trajectory \(x(\cdot)\) of a stochastic process \(\{X(t), t\in[0,T]\}\) be observed.
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Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. (2010). Statistics of stochastic processes. In: Theory of Stochastic Processes. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87862-1_17
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DOI: https://doi.org/10.1007/978-0-387-87862-1_17
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