On large deviations for Poisson stochastic integrals

DOI10.1134/S0032946012010061zbMath1314.60107MaRDI QIDQ376112

Marat V. Burnashev, Yury A. Kutoyants

Publication date: 4 November 2013

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

large deviationsGaussian random variablePoisson stochastic integrals

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05)

Related Items (1)

On minimax robust testing of composite hypotheses on Poisson process intensity

Cites Work

• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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