Large deviations in testing Jacobi model

DOI10.1016/J.SPL.2009.09.009MaRDI QIDQ1044012zbMATH OpenOpenAlexFDO

Authors Shoujiang Zhao, Fuqing Gao

Publication date 10 December 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.09.009

zbMATH Keywords

large and moderate deviationsJacobi model

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes: hypothesis testing (62M02)

Recommendations

• Large deviations in testing squared radial Ornstein-Uhlenbeck model
• Large and moderate deviations in testing Rayleigh diffusion model
• Moderate deviations for statistics of Jacobi process
• On large deviations in testing Ornstein-Uhlenbeck-type models
• Large deviations for statistics of the Jacobi process

Cites work

• scientific article; zbMATH DE number 1494210 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
• Hypothesis testing and information theory
• Hypothesis testing for signal detection problem and large deviation
• Large deviations for statistics of the Jacobi process
• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Moderate deviations for statistics of Jacobi process
• On large deviations in testing Ornstein-Uhlenbeck-type models
• On the converse theorem in statistical hypothesis testing for Markov chains
• The strong converse theorem for hypothesis testing

Cited in

(10)

• Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
• Large and moderate deviations in testing time inhomogeneous diffusions
• Large deviations for statistics of the Jacobi process
• Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
• Hypothesis testing in a Rayleigh diffusion model
• Deviation properties for linear self-attracting diffusion process and applications
• Large and moderate deviations in testing Rayleigh diffusion model
• Large deviations for the Ornstein-Uhlenbeck process without tears
• Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators

This page was built for publication: Large deviations in testing Jacobi model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1044012)