Asymptotic distinction of counting processes
The methods of statistics of counting processes based on the asymptotic properties of the likelihood ratio are intensively investigated. However, only the case of counting processes with continuous compensators has been studied in detail. This paper deals with the problem of testing two simple hypotheses for counting processes with increasing observation time. The study is based on the asymptotic properties of the likelihood ratio. We consider counting processes whose compensators may have discontinuities. A similar problem was investigated earlier for a special class of counting processes, namely, for the renewal processes [see the author and \textit{Munir al'Shakhf}, Ukr. Math. J. 44, No. 10, 1268-1275 (1992); translation from Ukr. Mat. Zh. 44, No. 10, 1383-1388 (1992; Zbl 0795.60019)].
scientific article; zbMATH DE number 652278