Hypothesis testing for the fractional Ornstein-Uhlenbeck model (Q2887488)
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scientific article; zbMATH DE number 6041830
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| English | Hypothesis testing for the fractional Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 6041830 |
Statements
1 June 2012
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hypothesis testing
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large deviations
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moderate deviations
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fractional Ornstein-Uhlenbeck model
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Hypothesis testing for the fractional Ornstein-Uhlenbeck model (English)
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0.9065370559692384
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0.8688820004463196
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0.8442971706390381
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0.8410612344741821
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0.8133502006530762
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