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.
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Kuang, N., Xie, H. Large and moderate deviations in testing Rayleigh diffusion model. Stat Papers 54, 591–603 (2013). https://doi.org/10.1007/s00362-012-0450-5
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DOI: https://doi.org/10.1007/s00362-012-0450-5