On large deviations in testing Ornstein-Uhlenbeck-type models
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- Rates of Convergence of Estimates and Test Statistics
- Statistical inference for ergodic diffusion processes.
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Cited in
(15)- Testing for mean reversion in processes of Ornstein-Uhlenbeck type
- Hypothesis testing for stochastic PDEs driven by additive noise
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
- On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes
- Large and moderate deviations in testing time inhomogeneous diffusions
- Large deviations in testing squared radial Ornstein-Uhlenbeck model
- Large deviations in testing fractional Ornstein-Uhlenbeck models
- Large deviations in testing Jacobi model
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- Hypothesis testing in a Rayleigh diffusion model
- Large and moderate deviations in testing Rayleigh diffusion model
- Hypothesis testing for the fractional Ornstein-Uhlenbeck model
- Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process
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