Hypothesis testing for the fractional Ornstein-Uhlenbeck model

MaRDI QIDQ2887488zbMATH OpenFDO

Authors Shoujiang Zhao

Publication date 1 June 2012

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

zbMATH Keywords

hypothesis testinglarge deviationsmoderate deviationsfractional Ornstein-Uhlenbeck model

Mathematics Subject Classification ID

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

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

Cited in

(6)

• 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
• scientific article; zbMATH DE number 2169684 (Why is no real title available?)
• Hypothesis testing in a Rayleigh diffusion model
• Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process

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)