Article ID Journal Published Year Pages File Type
1155226 Statistics & Probability Letters 2008 10 Pages PDF
Abstract
The paper obtains the explicit form of fine large deviation theorems for the log-likelihood ratio in testing models with fractional Ornstein-Uhlenbeck processes with Hurst parameter bigger than half and obtains the explicit rates of decrease of the error probabilities of Neyman-Pearson, Bayes and minimax tests.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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