On large deviations in testing simple hypotheses for locally stationary Gaussian processes
Year of publication: |
2012
|
---|---|
Authors: | Tecuapetla-Gómez, Inder ; Nussbaum, Michael |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 3, p. 225-239
|
Publisher: |
Springer |
Subject: | Hypothesis testing | Likelihood ratio | Large deviations | Locally stationary Gaussian processes | Hoeffding bound | Stein’s lemma | Chernoff bound |
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