scientific article; zbMATH DE number 2058889

zbMATH Open1038.62079MaRDI QIDQ4455445FDOQ4455445

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

Publication date: 16 March 2004

Title of this publication is not available (Why is that?)

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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)

Cited In (10)

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• Large deviation theorems in problems of testing of exponential autoregression processes.
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• Error exponents for AR order testing
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