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Large deviations in testing Jacobi model

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  • Zhao, Shoujiang
  • Gao, Fuqing

Abstract

Applying the large deviations and moderate deviations for the log-likelihood ratio of the Jacobi model, we give negative regions in testing Jacobi model, and get the decay rates of the error probabilities.

Suggested Citation

  • Zhao, Shoujiang & Gao, Fuqing, 2010. "Large deviations in testing Jacobi model," Statistics & Probability Letters, Elsevier, vol. 80(1), pages 34-41, January.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:1:p:34-41
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    References listed on IDEAS

    as
    1. Demni, N. & Zani, M., 2009. "Large deviations for statistics of the Jacobi process," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 518-533, February.
    2. Pavel Gapeev & Uwe Küchler, 2008. "On large deviations in testing Ornstein–Uhlenbeck-type models," Statistical Inference for Stochastic Processes, Springer, vol. 11(2), pages 143-155, June.
    3. Bishwal, Jaya P.N., 2008. "Large deviations in testing fractional Ornstein-Uhlenbeck models," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 953-962, June.
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    Cited by:

    1. Bercu, Bernard & Richou, Adrien, 2017. "Large deviations for the Ornstein–Uhlenbeck process without tears," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 45-55.
    2. Zhao, Shoujiang & Zhou, Yanping, 2013. "Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2750-2758.
    3. Nenghui Kuang & Huantian Xie, 2013. "Large and moderate deviations in testing Rayleigh diffusion model," Statistical Papers, Springer, vol. 54(3), pages 591-603, August.

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