Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405): Difference between revisions
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Revision as of 03:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift |
scientific article |
Statements
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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