On a Poissonian change-point model with variable jump size
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Publication:2350911
DOI10.1007/S11203-014-9109-2zbMath1329.62362arXiv1403.7866OpenAlexW1980109111MaRDI QIDQ2350911
Publication date: 25 June 2015
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7866
parameter estimationhypothesis testingPoisson processchange-pointnon-regularitylimiting likelihood ratio process
Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)
Related Items (5)
Translation invariant statistical experiments with independent increments ⋮ 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 ⋮ On smooth change-point location estimation for Poisson processes ⋮ Simultaneous testing of change-point location and of a regular parameter by Poisson observations
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