Large and moderate deviations in testing Rayleigh diffusion model

Nenghui Kuang () and Huantian Xie

Statistical Papers, 2013, vol. 54, issue 3, 603 pages

Abstract: This paper studies hypothesis testing in Rayleigh diffusion processes. With the help of large and moderate deviations for the log-likelihood ratio process, we give the negative regions and obtain the decay rates of the error probabilities. Copyright Springer-Verlag 2013

Keywords: Hypothesis testing; Rayleigh diffusion; Large deviations; Moderate deviations; Log-likelihood ratio process; 60F10; 62M02 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00362-012-0450-5

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