On Neyman-Pearson minimax detection of Poisson process intensity
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Publication:2040944
DOI10.1007/s11203-020-09230-4zbMath1469.62192OpenAlexW3118331511MaRDI QIDQ2040944
Publication date: 15 July 2021
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-020-09230-4
Minimax procedures in statistical decision theory (62C20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
On minimax robust testing of composite hypotheses on Poisson process intensity ⋮ On Stein's lemma in hypotheses testing in general non-asymptotic case ⋮ On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
Cites Work
- Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
- On detection of Gaussian stochastic sequences
- On Minimax Detection of Poisson Process Intensity
- On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
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