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

DOI10.1007/s11203-012-9071-9zbMath1333.62061OpenAlexW2081374636MaRDI QIDQ1757895

Michael Nussbaum, Inder Tecuapetla-Gómez

Publication date: 7 November 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-012-9071-9

zbMATH Keywords

hypothesis testinglikelihood ratiolarge deviationsStein's lemmaChernoff boundHoeffding boundlocally stationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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