Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
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Publication:2868866
DOI10.1111/sjos.12027zbMath1283.62179arXiv1211.2859OpenAlexW2157811729MaRDI QIDQ2868866
Camilo Rivera, Guenther Walther
Publication date: 19 December 2013
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.2859
Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)
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