On hypothesis testing for Poisson processes: singular cases

DOI10.1080/03610926.2014.968734MaRDI QIDQ2834637zbMATH OpenOpenAlexFDO

Authors S. Dachian, Lin Yang, Yu. A. Kutoyants

Publication date 23 November 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.7868

zbMATH Keywords

hypothesis testingasymptotic theoryinhomogeneous Poisson processescomposite alternativessingular situations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Abstract: We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when the intensity function of the observed inhomogeneous Poisson process has two different types of singularity: cusp and discontinuity. The asymptotic results are illustrated by numerical simulations.

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Cites work

• Estimation of cusp location by Poisson observations
• Hypothesis testing for a non-homogeneous poisson process
• On hypothesis testing for Poisson processes: regular case
• Testing Statistical Hypotheses
• The Supremum and Infimum of the Poisson Process

Cited in

(11)

• Multiple hypothesis testing for Poisson processes with variable change–point intensity
• On a Poissonian change-point model with variable jump size
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• scientific article; zbMATH DE number 4009537 (Why is no real title available?)
• On smooth change-point location estimation for Poisson processes
• On hypothesis testing for Poisson processes: regular case
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Hypotheses testing: Poisson versus stress-release
• scientific article; zbMATH DE number 2202791 (Why is no real title available?)
• Testing for Poisson arrivals in INAR(1) processes

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