Large and moderate deviations in testing Rayleigh diffusion model
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Publication:2392695
DOI10.1007/S00362-012-0450-5zbMATH Open1307.60021OpenAlexW1991690551MaRDI QIDQ2392695FDOQ2392695
Authors: Nenghui Kuang, Huantian Xie 
Publication date: 2 August 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-012-0450-5
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Cites Work
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- Some remarks on the Rayleigh process
- Hypothesis testing and information theory
- Large and moderate deviations in testing time inhomogeneous diffusions
- On large deviations in testing Ornstein-Uhlenbeck-type models
- Large deviations in testing fractional Ornstein-Uhlenbeck models
- The strong converse theorem for hypothesis testing
- Likelihood ratio tests for fuzzy hypotheses testing
- Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
- Likelihood ratio inference for mean residual life
- Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
Cited In (7)
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
- Large and moderate deviations in testing time inhomogeneous diffusions
- Large deviations in testing Jacobi model
- Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
- Sharp large deviations for a class of normalized L-statistics and applications
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
- Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
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