Second-order efficient test for inhomogeneous Poisson processes

DOI10.1007/s11203-006-0003-4zbMath1110.62109OpenAlexW1983119161MaRDI QIDQ882916

Kh. Fazli

Publication date: 24 May 2007

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

Full work available at URL: https://doi.org/10.1007/s11203-006-0003-4

zbMATH Keywords

hypotheses testinginhomogeneous Poisson processesfirst and second order efficiencylocally asymptotically uniformly most powerful test

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items (6)

Adaptive tests of homogeneity for a Poisson process ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Power Loss for Inhomogeneous Poisson Processes ⋮ Asymptotic deficiency of score test for inhomogeneous Poisson processes ⋮ A model of Poissonian interactions and detection of dependence ⋮ Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes

Cites Work

• Asymptotic expansions for the power of distributionfree tests in the two- sample problem
• On the rate of convergence and asymptotic expansions for \(U\)-statistics under alternatives
• On a Theorem of Pitman
• On Efficiency of First and Second Order
• Rates of Convergence of Estimates and Test Statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Second-order efficient test for inhomogeneous Poisson processes