scientific article; zbMATH DE number 2100992

zbMATH Open1045.62085MaRDI QIDQ4817711

Ol'Ga Nkolaevna Ie

Publication date: 15 September 2004

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zbMATH Keywords

Neyman-Pearson testAutoregressive normal processexponents of decerase of error probabilitieslarge deviations.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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