Large deviations in testing squared radial Ornstein-Uhlenbeck model

DOI10.1155/2011/741701zbMath1229.60066OpenAlexW2138164709WikidataQ58692062 ScholiaQ58692062MaRDI QIDQ642453

Shoujiang Zhao, Qiaojing Liu

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/741701

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)

Cites Work

• On large deviations in testing Ornstein-Uhlenbeck-type models
• Moderate deviations for squared radial Ornstein-Uhlenbeck process
• Large deviations for squared radial Ornstein-Uhlenbeck processes.
• Hypothesis Testing for Signal Detection Problem and Large Deviations
• An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
• The strong converse theorem for hypothesis testing
• A decomposition of Bessel Bridges
• Hypothesis testing and information theory
• On the converse theorem in statistical hypothesis testing for Markov chains
• IX. On the problem of the most efficient tests of statistical hypotheses

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