On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895)
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scientific article; zbMATH DE number 6102635
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| English | On large deviations in testing simple hypotheses for locally stationary Gaussian processes |
scientific article; zbMATH DE number 6102635 |
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On large deviations in testing simple hypotheses for locally stationary Gaussian processes (English)
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7 November 2012
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hypothesis testing
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likelihood ratio
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large deviations
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locally stationary Gaussian processes
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Hoeffding bound
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Stein's lemma
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Chernoff bound
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0.8327012658119202
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0.8320307731628418
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0.8320307731628418
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0.8272882699966431
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