Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155226 | Statistics & Probability Letters | 2008 | 10 Pages |
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
Jaya P.N. Bishwal,