On large deviation asymptotics of some tests in time series

Mathematics

• Bahadur Efficiency 100%
• Large Deviations 66%
• Time series 59%
• Large Deviation Theory 46%
• Wald Test 43%
• Stationary Gaussian Process 43%
• Spectral Density 37%
• Likelihood Ratio 35%
• Asymptotic Theory 35%
• Testing 23%
• Alternatives 20%

Business & Economics

• Large Deviations 90%
• Likelihood Ratio 52%
• Spectral Density 50%
• Stationary Process 44%
• Wald Test 44%
• Asymptotic Theory 44%
• Testing 27%
• Alternatives 15%

Engineering & Materials Science

• Time series 57%
• Spectral density 44%
• Testing 17%