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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. Copyright Springer-Verlag 2013
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Based on data characteristics and nonparametric test, a new statistical temporal change analysis approach is proposed. The new approach consists of data characteristics analysis, temporal change analysis (including both change point and trend analysis), and result interpretation. Data...
Persistent link: https://www.econbiz.de/10010794121