Large and moderate deviations in testing Rayleigh diffusion model

DOI10.1007/s00362-012-0450-5zbMath1307.60021OpenAlexW1991690551MaRDI QIDQ2392695

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

zbMATH Keywords

hypothesis testinglarge deviationsmoderate deviationslog-likelihood ratio processRayleigh diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Markov processes: hypothesis testing (62M02)

Related Items

Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift ⋮ Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift ⋮ Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process ⋮ 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

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