Hypothesis testing for the fractional Ornstein-Uhlenbeck model

zbMATH Open1249.60044MaRDI QIDQ2887488FDOQ2887488

Shoujiang Zhao

Publication date: 1 June 2012

Published in: Acta Mathematica Scientia. Series A. (Chinese Edition) (Search for Journal in Brave)

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zbMATH Keywords

hypothesis testinglarge deviationsmoderate deviationsfractional Ornstein-Uhlenbeck model

Mathematics Subject Classification ID

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

Cited In (3)

• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Title not available (Why is that?)

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