Open AccessLarge Deviations in Testing Squared Radial Ornstein-Uhleneck Model
Author(s) -
Shoujiang Zhao,
Qiaojing Liu
Publication year - 2011
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2011/741701
Subject(s) - mathematics , mean squared error , statistics , large deviations theory , absolute deviation , likelihood ratio test
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
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