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

From MaRDI portal
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)
    0 references
    0 references
    12 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    hypothesis testing
    0 references
    large deviations
    0 references
    log-likelihood ratio process
    0 references
    moderate deviations
    0 references
    Ornstein-Uhlenbeck (O-U) process
    0 references
    0 references