Hints: Unbiased variance estimator in the two sample tests

Express the aggregated process \(N(t) = N_1(t) + N_2(t)\) as a decomposition, use the expression for \(V_{11}(t_0)\) from \((3.55)\) and the predictable variation process of \(Z_1(t_0)\) in \((3.54)\), and apply the properties of stochastic integrals discussed in section 2.2.2.