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Humboldt-Universität Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/22259
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Küchler, Uwe | | en_US |
| dc.contributor.author | | Gapeev, Pavel V. | | en_US |
| dc.date.accessioned | | 2009-01-29T14:55:12Z | | - |
| dc.date.available | | 2009-01-29T14:55:12Z | | - |
| dc.date.issued | | 2003 | | en_US |
| dc.identifier.pi | | urn:nbn:de:kobv:11-10050797 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/22259 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.relation.ispartofseries | | Discussion papers of interdisciplinary research project 373 2003,45 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.stw | | Statistischer Test | | en_US |
| dc.subject.stw | | Stochastischer Prozess | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 37917376X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:sfb373:200345 | | - |
| Appears in Collections: | | Discussion Papers, SFB 373, HU Berlin
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