Large deviations in testing squared radial Ornstein-Uhlenbeck model (Q642453)
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| Language | Label | Description | Also known as |
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| English | Large deviations in testing squared radial Ornstein-Uhlenbeck model |
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Large deviations in testing squared radial Ornstein-Uhlenbeck model (English)
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26 October 2011
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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.
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