Hypothesis Testing in a Rayleigh Diffusion Model

DOI10.1080/03610926.2012.677089zbMath1291.62156OpenAlexW2055019092MaRDI QIDQ5419691

Nenghui Kuang, Fu Qing Gao

Publication date: 11 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.677089

zbMATH Keywords

hypothesis testinglarge deviationsmoderate deviationslog-likelihood ratio processRayleigh diffusion

Mathematics Subject Classification ID

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

Related Items

Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process

Cites Work

• On large deviations in testing Ornstein-Uhlenbeck-type models
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• Large deviations in testing Jacobi model
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• Hypothesis Testing for Signal Detection Problem and Large Deviations
• Some remarks on the Rayleigh process
• The strong converse theorem for hypothesis testing
• Hypothesis testing and information theory