Hypothesis Testing for Squared Radial Ornstein–Uhleneck Model: Moderate Deviations Method
- Resource Type
- Topic overview
- Authors
- Chen, Cai-Ping; Zhao, Shou-Jiang; Liu, Qiao-Jing
- Source
- Proceedings of The Eighth International Conference on Bio-Inspired Computing: Theories and Applications (BIC-TA), 2013. 2013, p171-178.
- Subject
- Language
- English
Hypothesis Testing for Squared Radial Ornstein–Uhleneck Model: Moderate Deviations Method Cai-Ping Chen, Shou-Jiang Zhao and Qiao-Jing Liu We study the moderate deviations for the log-likelihood ratio of the squared radial [...]