Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147663 | Journal of Statistical Planning and Inference | 2011 | 10 Pages |
Abstract
This paper studies hypothesis testing in time inhomogeneous 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. Moreover, we apply our results to hypothesis testing in 뱉Wiener bridge.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Hui Jiang, Shoujiang Zhao,