On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480)
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scientific article; zbMATH DE number 5847374
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| English | On large deviations in testing Ornstein-Uhlenbeck-type models |
scientific article; zbMATH DE number 5847374 |
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On large deviations in testing Ornstein-Uhlenbeck-type models (English)
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5 February 2011
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likelihood ratio
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Hellinger integral
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Neyman-Pearson test
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Bayes test
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minimax test
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large deviation theorems
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Girsanov formula for diffusion-type processes
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Ornstein-Uhlenbeck-type process
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stochastic delay differential equation
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0.96048474
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0.9554205
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0.94631904
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0.94218504
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0.9224827
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