Large deviations in testing squared radial Ornstein-Uhlenbeck model
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Publication:642453
DOI10.1155/2011/741701zbMath1229.60066OpenAlexW2138164709WikidataQ58692062 ScholiaQ58692062MaRDI QIDQ642453
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
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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