On hypothesis tests in misspecified change-point problems for a Poisson process

DOI10.1080/03610926.2016.1231819MaRDI QIDQ4598602zbMATH OpenOpenAlexFDO

Authors Christian Farinetto

Publication date 15 December 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2016.1231819

zbMATH Keywords

change-point type problemGLRTinhomogeneous Poisson processmisspecified modelWald's test

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: hypothesis testing (62M02)

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Cited in

(6)

• Hypotheses testing: Poisson versus stress-release
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• On hypothesis testing for Poisson processes: singular cases
• Misspecified change-point estimation problem for a Poisson process
• 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

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