On hypothesis testing for Poisson processes: Regular case

DOI10.1080/03610926.2014.968733zbMath1349.62374arXiv1403.7867OpenAlexW1933338938MaRDI QIDQ2834636

Lin Yang, Sergueï Dachian, Yury A. Kutoyants

Publication date: 23 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7867

zbMATH Keywords

hypothesis testingasymptotic theoryinhomogeneous Poisson processescomposite alternativesregular situation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items

Multiple hypothesis testing for Poisson processes with variable change–point intensity ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ On smooth change-point location estimation for Poisson processes ⋮ Simultaneous testing of change-point location and of a regular parameter by Poisson observations ⋮ On hypothesis testing for Poisson processes. Singular cases ⋮ On a Poissonian change-point model with variable jump size

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