Zap. Nauchn. Sem. LOMI, 1990, Volume 184

JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

1990, Volume 184

Contents

Studies in mathematical statistics. Part 9

	Preface I. A. Ibragimov, M. S. Nikulin, V. N. Sudakov		3
	Nonparametric hypothesis testing for stochastic processes N. K. Bakirov		8
	Nuisance parameters in financial statistics J. R. Barra, O. Taramasko		14
	On the asymptotic behaviour of the Gauss functional integral V. V. Borsov		26
	On distribution of functionals of Brownian motion, stopped at the moment inverse to local time A. N. Borodin		37
	$\chi^2$-goodness test for one- and multidimensional distributions V. G. Voinov, M. S. Nikulin		62
	Homoclinical version of CLT M. I. Gordin		80
	On a class of non-uniform estimates in multidimensional limit theorems A. Yu. Zaitsev		92
	On a condition of constancy of regression of a polynomial statistic on sample mean A. A. Zinger, L. B. Klebanov		106
	Minimax Hypothesis Testing About Spectral Density M. S. Ermakov		115
	Conditions for Gaussian homogeneous fields to belong to classes I. A. Ibragimov		126
	On Poissonian components of probability distributions on $\mathrm{R}^n$ A. I. Il'inskii		144
	Minimax signal detection in $l_p$-metrics J. I. Ingster		152
	Stochastic processes with common contransition probabilities S. V. Kerov, O. A. Orevkova		169
	Verifiability and strong verifiability E. L. Lehmann		182
	Precise asymptotic of some Gaussian great deviations M. A. Lifshits		189
	On the Borel–Cantelli lemma A. I. Martikainen, V. V. Petrov		200
	Generating functions for $k$-th record times — a martingale approach V. B. Nevzorov		208
	Local Chernoff and Hodges–Lehmann efficiencies of linear rank symmetry tests Ya. Yu. Nikitin		215
	Large deviations and Bahadur efficiency of the Khmaladze–Aki statistics O. A. Podkorytova		227
	Admissible polinomial estimatore for quadratic polinomial of normal parameters A. L. Ruchin		234
	A generalisation of Steinhaus problem on the convergence of series with random signes A. A. Ryabinin		248
	Conditional distributions of maximum of a Gaussian random field V. N. Sudakov		260
	Measures on LCA groupes whose $n$-fold convolutions may be defined by their restriction on a massive set A. M. Ulanovskii		264
	On one alternative to the traditional computer tomography L. A. Khalfin		271
	On stationary Gaussian processes having finite correlation function B. S. Tsirelson		279
	On a problem of A. N. Kolmogorov G. P. Chistyakov		289