Simultaneous testing of change-point location and of a regular parameter by Poisson observations
The authors investigate testing two parameters in a Poisson process, namely the location of a change point and another sufficiently regular one. Four tests are considered, namely the general likelihood ratio test (GLRT), the Wald test, and two Bayesian tests. The authors provide analytic approximations to compute the critical values and discuss how the power function can be simulated. In case of the GLRT, both can be computed analytically. The performance of the tests is investigated in a simulation study.
scientific article; zbMATH DE number 7342244
scientific article