Learn More
1 Abstract Let X 1 ;. . .; X N be independent and identically distributed random variables with a continuous probability density function f. We compare tests for the decision between the simple hypothesis H : f = f 0 against K : f 6 = f 0 and calculate the power for local alternatives. In contrast to the traditional minimax setting we consider a non-minimax(More)
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow nonhomo-geneous diffusion limits and we treat transition densities with time lag converging to zero. Small time asymptotics are(More)
  • 1