Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 6579647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 6579647 |
Statements
Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (English)
0 references
12 May 2016
0 references
hypothesis testing
0 references
large deviations
0 references
log-likelihood ratio process
0 references
moderate deviations
0 references
Ornstein-Uhlenbeck (O-U) process
0 references
0.94218504
0 references
0.92008936
0 references
0.91933936
0 references
0.9152661
0 references
0.9068897
0 references
0.90688956
0 references
0.90544665
0 references
0.9035468
0 references
