On hypothesis tests in misspecified change-point problems for a Poisson process

DOI10.1080/03610926.2016.1231819zbMath1462.62511OpenAlexW2528908032MaRDI QIDQ4598602

Christian Farinetto

Publication date: 15 December 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1231819

zbMATH Keywords

inhomogeneous Poisson processGLRTmisspecified modelWald's testchange-point type problem

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: hypothesis testing (62M02)

Related Items (2)

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

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