Asymptotic Behavior of Neyman-Pearson Tests for Autoregressive Processes
研究了连续时间自回归模型中，当观测时间趋于无穷时，Neyman-Pearson检验第二类错误指数收敛的速度，假设Kullback-Leibler信息量有限。
For a continuous time autoregressive model, the rate of exponential convergence of the second kind error of Neyman-Pearson tests is derived when the observation time increases to infinity. The assumptions ensure that the Kullback-Leibler information is finite.