Hypothesis testing for the fractional Ornstein-Uhlenbeck model

zbMATH Open1249.60044MaRDI QIDQ2887488FDOQ2887488

Authors: Shoujiang Zhao 

Publication date: 1 June 2012

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

Recommendations

• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
• On large deviations in testing Ornstein-Uhlenbeck-type models
• Large deviations in testing squared radial Ornstein-Uhlenbeck model
• Hypothesis testing in a fractional Ornstein-Uhlenbeck model

zbMATH Keywords

hypothesis testinglarge deviationsmoderate deviationsfractional Ornstein-Uhlenbeck model

Mathematics Subject Classification ID

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

Cited In (5)

• Hypothesis testing in a fractional Ornstein-Uhlenbeck model
• 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?)
• Hypothesis testing in a Rayleigh diffusion model

This page was built for publication: Hypothesis testing for the fractional Ornstein-Uhlenbeck model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887488)