Large and moderate deviations in testing Rayleigh diffusion model

DOI10.1007/S00362-012-0450-5MaRDI QIDQ2392695zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

hypothesis testinglarge deviationslog-likelihood ratio processmoderate deviationsRayleigh diffusion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Hypothesis testing and information theory
• Hypothesis testing for signal detection problem and large deviation
• Large and moderate deviations in testing time inhomogeneous diffusions
• Large deviations in testing fractional Ornstein-Uhlenbeck models
• Large deviations in testing Jacobi model
• Likelihood ratio inference for mean residual life
• Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models
• Likelihood ratio tests for fuzzy hypotheses testing
• On large deviations in testing Ornstein-Uhlenbeck-type models
• Some remarks on the Rayleigh process
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• The strong converse theorem for hypothesis testing
• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application

Cited in

(9)

• 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
• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
• Hypothesis testing in a Rayleigh diffusion model
• Large and moderate deviations in testing time inhomogeneous diffusions
• Parameters estimation of the Rayleigh diffusion process: inference aspects and application to real data

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