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dc.contributor.authorKüchler, Uween_US
dc.contributor.authorGapeev, Pavel V.en_US
dc.date.accessioned2009-01-29T14:55:12Z-
dc.date.available2009-01-29T14:55:12Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050797-
dc.identifier.urihttp://hdl.handle.net/10419/22259-
dc.description.abstractWe 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.isoengen_US
dc.relation.ispartofseriesDiscussion papers of interdisciplinary research project 373 2003,45en_US
dc.subject.ddc330en_US
dc.subject.stwStatistischer Testen_US
dc.subject.stwStochastischer Prozessen_US
dc.subject.stwTheorieen_US
dc.titleOn Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delayen_US
dc.typeWorking Paperen_US
dc.identifier.ppn37917376Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200345-
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

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