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Large deviations in testing squared radial Ornstein-Uhleneck model
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نویسنده
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zhao s. ,liu q.
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منبع
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journal of probability and statistics - 2011 - شماره : 0
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چکیده
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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. copyright © 2011 shoujiang zhao and qiaojing liu.
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آدرس
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college of science,china three gorges university, China, college of science,china three gorges university, China
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Authors
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