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the AR(1) process \\(\\xi_i=\\theta\\xi_{i-1}+w_i\\), \\(i=1,\\dots,n\\), where \\(w_i\\sim{\\mathcal N}(0,1)\\), the simple hypothesis \\(H^n: \\theta=\\theta_0\\) is tested against the simple alternative \\(\\widetilde H^n: \\theta=\\widetilde\\theta\\not=\\theta_0\\). The Neyman-Pearson test \\( \\delta_n=I(\\Lambda_n>d_n)+q_n I(\\Lambda_n=d_n) \\) is constructed, where \\(\\alpha_n\\in(0,1)\\), and \\( \\Lambda_n = (\\widetilde\\theta -\\widetilde\\theta_0)\\sum_{i=1}^n\\xi_{i-1}w_i -{1\\over 2}(\\widetilde\\theta-\\theta_0)^2\\sum_{i=1}^n\\xi_{i-1}^2 \\) is the log likelihood ratio for \\(H^n\\) against \\(\\widetilde H^n\\), \\(d_n\\) and \\(q_n\\) are parameters chosen from the condition \\(E_{\\theta_0}\\delta_n=\\alpha_n\\). The probability of the second type error is \\(\\beta_n=E_{\\widetilde\\theta}(1-\\delta_n)\\). Let \\(b(\\varepsilon)=-\\theta_0-\\varepsilon(\\widetilde\\theta-\\theta_0)\\), \\(c(\\varepsilon)=1+\\theta_0^2+\\varepsilon(\\widetilde\\theta^2-\\theta^2_0)\\), \\( \\kappa(\\varepsilon)=(1/2)\\ln(0.5(c(\\varepsilon)+ (c^2(\\varepsilon)-4b^2(\\varepsilon))^{1/2})) \\), \\(\\gamma_0=\\kappa'(0)\\), and \\(\\varepsilon(\\gamma)\\) is the unique root of the equation \\(\\kappa'(\\varepsilon)=\\gamma\\), \\(I(\\gamma)=\\gamma\\varepsilon(\\gamma)- \\kappa(\\varepsilon(\\gamma))\\). The following results are proved. If \\( \\theta_0 <1\\), then \\[ \\lim_{n\\to\\infty}n^{-1}\\ln \\Pr{}_{\\theta_0}(n^{-1}\\Lambda_n>\\gamma)= \\lim_{n\\to\\infty}n^{-1}\\ln \\Pr{}_{\\theta_0}(n^{-1}\\Lambda_n\\geq\\gamma)=-I(\\gamma) \\] for all \\(\\gamma\\in(\\gamma_0,\\gamma_{+})\\;\\) (if \\( \\widetilde\\theta <1\\), then \\(\\gamma_{+}=+\\infty\\)); \\[ \\lim_{n\\to\\infty}n^{-1}\\ln \\Pr{}_{\\theta_0}(n^{-1}\\Lambda_n<\\gamma)= \\lim_{n\\to\\infty}n^{-1}\\ln \\Pr{}_{\\theta_0}(n^{-1}\\Lambda_n\\leq\\gamma)=-I(\\gamma) \\] for all \\(\\gamma\\in(-\\infty,\\gamma_0)\\). If \\( \\theta_0 <1\\), \\( \\widetilde\\theta <1\\), then \\( \\lim_{n\\to\\infty}n^{-1}\\ln \\Pr{}_{\\widetilde\\theta}(n^{-1}\\Lambda_n\\leq\\gamma)=-I(\\gamma)+\\gamma \\) for any \\(\\gamma<\\kappa'(1)\\). With the help of these results the authors describe the relation between \\(\\lim_{n\\to\\infty}n^{-1}\\ln\\alpha_n\\) and \\(\\lim_{n\\to\\infty}n^{-1}\\ln\\beta_n\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q4258919$505E7293-86E4-4426-AC7F-02DEA7704198","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e6b0a4554c328ffe323e6d4aba7c756f9092493b","datavalue":{"value":{"entity-type":"item","numeric-id":7419543,"id":"Q7419543"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4258919$F37D85B0-A25C-4068-954E-90E9E7A1FF71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3d99762c06ed77acf38a3999037c0abf223e0fa6","datavalue":{"value":{"entity-type":"item","numeric-id":4966538,"id":"Q4966538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4258919$6B9A37B0-995E-43F3-A42A-3ABE01B17958","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4258919","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4258919"}}}}}