Large deviations in testing squared radial Ornstein-Uhlenbeck model (Q642453)

Summary: We study the large deviations and moderate deviations of hypothesis testing for squared radial Ornstein-Uhlenbeck model. Large deviation principles for the log-likelihood ratio are obtained, by which we give negative regions in testing squared radial Ornstein-Uhlenbeck model and get the decay rates of the error probabilities.