Simultaneous testing of change-point location and of a regular parameter by Poisson observations

DOI10.1007/s11203-020-09207-3zbMath1469.62245OpenAlexW3005712794MaRDI QIDQ2023464

Lin Yang, Sergueï Dachian

Publication date: 3 May 2021

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-020-09207-3

zbMATH Keywords

regularityhypothesis testinglocal alternativesPoisson processchange-pointWald's testgeneral likelihood ratio testBayesian testslimit power functionNeyman-Pearson envelope

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes: hypothesis testing (62M02)

Related Items

Multiple hypothesis testing for Poisson processes with variable change–point intensity

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