@techreport{Kuchler2003Large,
abstract = {We obtain an explicit form of fine large deviation theorems for the log-likelihood ratio in testing models with observed Ornstein-Uhlenbeck processes and get explicit rates of decrease for error probabilities of Neyman-Pearson, Bayes, and minimax tests. We also give expressions for the rates of decrease of error probabilities of Neyman-Pearson tests in models with observed processes solving affine stochastic delay differential equations.},
author = {Uwe K\"{u}chler and Pavel V. Gapeev},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Statistischer Test; Stochastischer Prozess; Theorie},
language = {eng},
note = {urn:nbn:de:kobv:11-10050797},
number = {2003,45},
title = {On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay},
type = {Discussion papers of interdisciplinary research project 373},
url = {http://hdl.handle.net/10419/22259},
year = {2003}
}
