On large deviations in testing Ornstein–Uhlenbeck-type models
| Year of publication: |
2008
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|---|---|
| Authors: | Gapeev, Pavel ; Küchler, Uwe |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 2, p. 143-155
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| Publisher: |
Springer |
| Subject: | Likelihood ratio | Hellinger integral | Neyman–Pearson test | Bayes test | Minimax test | Large deviation theorems | Girsanov formula for diffusion-type processes | Ornstein–Uhlenbeck-type process | Stochastic delay differential equation | Primary: 62F05 | Secondary: 62C10 |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184584