Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405)
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scientific article; zbMATH DE number 6579647
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| English | Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 6579647 |
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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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0.94218504
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0.92008936
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0.91933936
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0.9152661
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0.9068897
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0.90688956
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0.90544665
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0.9035468
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