On minimax robust testing of composite hypotheses on Poisson process intensity

DOI10.1007/s11203-021-09265-1OpenAlexW4210801839WikidataQ114689299 ScholiaQ114689299MaRDI QIDQ2676872

Marat V. Burnashev

Publication date: 28 September 2022

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

Full work available at URL: https://doi.org/10.1007/s11203-021-09265-1

zbMATH Keywords

error probabilitiesminimax testing of hypothesesPoisson process intensity

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites Work

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• On large deviations for Poisson stochastic integrals
• Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
• On Neyman-Pearson minimax detection of Poisson process intensity
• On detection of Gaussian stochastic sequences
• On Minimax Detection of Poisson Process Intensity
• Large-Sample Theory: Parametric Case
• On the Minimax Detection of an Inaccurately Known Signal in a White Gaussian Noise Background
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise

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