Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10009325265
We derive a large deviation result for the log-likelihood ratio for testing simple hypotheses in locally stationary Gaussian processes. This result allows us to find explicitly the rates of exponential decay of the error probabilities of type I and type II for Neyman–Pearson tests....
Persistent link: https://www.econbiz.de/10010992897
Persistent link: https://www.econbiz.de/10008925517
Persistent link: https://www.econbiz.de/10005391496