Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model

Shoujiang Zhao and Qiaojing Liu

Journal of Probability and Statistics, 2011, vol. 2011, 1-11

Abstract:

We study the large deviations and moderate deviations of hypothesis testing for squared radial Ornstein-Uhleneck model. Large deviation principles for the log-likelihood ratio are obtained, by which we give negative regions in testing squared radial Ornstein-Uhleneck model and get the decay rates of the error probabilities.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:741701

DOI: 10.1155/2011/741701

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