Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405): Difference between revisions

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Latest revision as of 23:40, 11 July 2024

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Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
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    Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (English)
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    12 May 2016
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    hypothesis testing
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    large deviations
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    log-likelihood ratio process
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    moderate deviations
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    Ornstein-Uhlenbeck (O-U) process
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