Hypothesis testing for diffusion processes with continuous observations : direct computation of large deviation results for error probabilities
Suresh Govindaraj
| Year of publication: |
2005
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|---|---|
| Authors: | Govindaraj, Suresh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 4, p. 234-247
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| Subject: | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003219489