Large deviations in testing squared radial Ornstein-Uhlenbeck model
DOI10.1155/2011/741701zbMATH Open1229.60066OpenAlexW2138164709WikidataQ58692062 ScholiaQ58692062MaRDI QIDQ642453FDOQ642453
Authors: 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
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Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Markov processes: hypothesis testing (62M02) Diffusion processes (60J60)
Cites Work
- IX. On the problem of the most efficient tests of statistical hypotheses
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Hypothesis testing for signal detection problem and large deviation
- Hypothesis testing and information theory
- On large deviations in testing Ornstein-Uhlenbeck-type models
- The strong converse theorem for hypothesis testing
- On the converse theorem in statistical hypothesis testing for Markov chains
- A decomposition of Bessel Bridges
- An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
- Moderate deviations for squared radial Ornstein-Uhlenbeck process
Cited In (10)
- Large deviations for the squared radial Ornstein-Uhlenbeck process
- 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 fractional Ornstein-Uhlenbeck models
- Large deviations in testing Jacobi model
- Hypothesis testing in a Rayleigh diffusion model
- Large and moderate deviations in testing Rayleigh diffusion model
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Hypothesis testing for the fractional Ornstein-Uhlenbeck model
- Large deviations of the Durbin statistics for testing uniformity on a square
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