Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/22259 
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dc.contributor.authorKüchler, Uween
dc.contributor.authorGapeev, Pavel V.en
dc.date.accessioned2009-01-29T14:55:12Z-
dc.date.available2009-01-29T14:55:12Z-
dc.date.issued2003-
dc.identifier.piurn:nbn:de:kobv:11-10050797en
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2003,45en
dc.subject.ddc330en
dc.subject.stwStatistischer Testen
dc.subject.stwStochastischer Prozessen
dc.subject.stwTheorieen
dc.titleOn Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay-
dc.typeWorking Paperen
dc.identifier.ppn37917376Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200345en

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