On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895)

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scientific article; zbMATH DE number 6102635
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On large deviations in testing simple hypotheses for locally stationary Gaussian processes
scientific article; zbMATH DE number 6102635

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    On large deviations in testing simple hypotheses for locally stationary Gaussian processes (English)
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    7 November 2012
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    hypothesis testing
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    likelihood ratio
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    large deviations
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    locally stationary Gaussian processes
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    Hoeffding bound
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    Stein's lemma
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    Chernoff bound
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