Large deviations in testing Jacobi model

DOI10.1016/j.spl.2009.09.009zbMath1386.60103MaRDI QIDQ1044012

Shoujiang Zhao, Fu Qing 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 deviations; Jacobi model

Mathematics Subject Classification ID

60F10: Large deviations

62M02: Markov processes: hypothesis testing

Related Items

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

Cites Work

• On large deviations in testing Ornstein-Uhlenbeck-type models
• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Large deviations for statistics of the Jacobi process
• Hypothesis Testing for Signal Detection Problem and Large Deviations
• An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
• The strong converse theorem for hypothesis testing
• Hypothesis testing and information theory
• On the converse theorem in statistical hypothesis testing for Markov chains
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