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Proceedings of The Eighth International Conference on Bio-Inspired Computing: Theories and Applications (BIC-TA), 2013 pp 171–178Cite as

Hypothesis Testing for Squared Radial Ornstein–Uhleneck Model: Moderate Deviations Method

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Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 212))

Abstract

We study the moderate deviations for the log-likelihood ratio of the squared radial Ornstein-Uhleneck (O–U) model, with the help of them we give negative regions in testing squared radial O–U model, and get the decay rates of the error probabilities.

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Acknowledgments

We would like to express our gratitude to Prof. Gao F.Q., who help to improve the paper.

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Authors and Affiliations

  1. China Three Gorges University, College of Science, 443002, Yichang, People’s Republic of China

    Cai-Ping Chen, Shou-Jiang Zhao & Qiao-Jing Liu

Authors
  1. Cai-Ping Chen
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  2. Shou-Jiang Zhao
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  3. Qiao-Jing Liu
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Corresponding author

Correspondence to Shou-Jiang Zhao .

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Editors and Affiliations

  1. School of Science, Anhui University of Science & Technology, Huainan, China

    Zhixiang Yin

  2. Huazhong University of Science and Technology, Wuhan, China

    Linqiang Pan

  3. Anhui University of Science & Technology, Huainan, China

    Xianwen Fang

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© 2013 Springer-Verlag Berlin Heidelberg

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Chen, CP., Zhao, SJ., Liu, QJ. (2013). Hypothesis Testing for Squared Radial Ornstein–Uhleneck Model: Moderate Deviations Method. In: Yin, Z., Pan, L., Fang, X. (eds) Proceedings of The Eighth International Conference on Bio-Inspired Computing: Theories and Applications (BIC-TA), 2013. Advances in Intelligent Systems and Computing, vol 212. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37502-6_21

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  • DOI: https://doi.org/10.1007/978-3-642-37502-6_21

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-37501-9

  • Online ISBN: 978-3-642-37502-6

  • eBook Packages: EngineeringEngineering (R0)

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