Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22259
Authors: 
Küchler, Uwe
Gapeev, Pavel V.
Year of Publication: 
2003
Series/Report no.: 
Discussion papers of interdisciplinary research project 373 2003,45
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.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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