Large deviations in testing squared radial Ornstein-Uhlenbeck model
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Cites work
- A decomposition of Bessel Bridges
- 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
- IX. On the problem of the most efficient tests of statistical hypotheses
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Moderate deviations for squared radial Ornstein-Uhlenbeck 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)- Hypothesis testing in a Rayleigh diffusion model
- Large and moderate deviations in testing Rayleigh diffusion model
- Large deviations of the Durbin statistics for testing uniformity on a square
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
- Large deviations in testing Jacobi model
- Hypothesis testing for the fractional Ornstein-Uhlenbeck model
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- On large deviations in testing Ornstein-Uhlenbeck-type models
- Large deviations for the squared radial Ornstein-Uhlenbeck process
- Large deviations in testing fractional Ornstein-Uhlenbeck models
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