Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes

DOI10.1080/10253890801980654MaRDI QIDQ3396457zbMATH OpenOpenAlexFDO

Authors Kh. Fazli

Publication date 18 September 2009

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10253890801980654

zbMATH Keywords

Edgeworth expansioninhomogeneous Poisson processesRao score test

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Inference from spatial processes (62M30)

Recommendations

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• A goodness-of-fit test for the multivariate Poisson distribution
• Testing of two sample proportional intensity assumption for non-homogeneous Poisson processes

Cites work

• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
• Asymptotic Statistics
• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
• scientific article; zbMATH DE number 50761 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 782641 (Why is no real title available?)
• On asymptotically optimal tests of composite hypotheses
• Second-order efficient test for inhomogeneous Poisson processes
• Statistical inference for spatial Poisson processes
• Testing Statistical Hypotheses
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

Cited in

(7)

• Testing for Poisson arrivals in INAR(1) processes
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• On hypothesis testing for Poisson processes: regular case
• On hypothesis testing for Poisson processes: singular cases
• Power loss for inhomogeneous Poisson processes
• Asymptotic deficiency of score test for inhomogeneous Poisson processes
• Second-order efficient test for inhomogeneous Poisson processes

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