Large deviations in testing Jacobi model

DOI10.1016/j.spl.2009.09.009zbMath1386.60103OpenAlexW1999186647MaRDI QIDQ1044012

Shoujiang Zhao, Fu Qing Gao

Publication date: 10 December 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.009

zbMATH Keywords

large and moderate deviationsJacobi model

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes: hypothesis testing (62M02)

Related Items (9)

Deviation properties for linear self-attracting diffusion process and applications ⋮ Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift ⋮ Large and moderate deviations in testing Rayleigh diffusion model ⋮ Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators ⋮ Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge ⋮ Large deviations for the Ornstein-Uhlenbeck process without tears ⋮ Hypothesis Testing in a Rayleigh Diffusion Model ⋮ Large and moderate deviations in testing time inhomogeneous diffusions ⋮ Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift

Cites Work

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• On large deviations in testing Ornstein-Uhlenbeck-type models
• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Large deviations for statistics of the Jacobi process
• 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
• Hypothesis testing and information theory
• On the converse theorem in statistical hypothesis testing for Markov chains

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