Journal of Probability and Statistics
Volume 2011 (2011), Article ID 741701, 11 pages
Research Article

Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model

College of Science, China Three Gorges University, Yichang 443002, China

Received 12 May 2011; Accepted 10 July 2011

Academic Editor: Mohammad Fraiwan Al-Saleh

Copyright © 2011 Shoujiang Zhao and Qiaojing Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We study the large deviations and moderate deviations of hypothesis testing for squared radial Ornstein-Uhleneck model. Large deviation principles for the log-likelihood ratio are obtained, by which we give negative regions in testing squared radial Ornstein-Uhleneck model and get the decay rates of the error probabilities.