scientific article; zbMATH DE number 2058889

MaRDI QIDQ4455445zbMATH OpenFDO

Authors Ol'Ga Nkolaevna Ie, Yu. N. Lin'kov

Publication date 16 March 2004

zbMATH Keywords

likelihood ratiolarge deviation theoremNeyman-Pearson testHellinger integralexponential autoregression process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: estimation (62M09)

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