Asymptotic distinction of counting processes

DOI10.1007/BF01057454zbMATH Open0803.62077MaRDI QIDQ1336028FDOQ1336028

Authors: Yu. N. Lin'kov 

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

counting processeslaw of large numberssemimartingalespredictable processcanonical representationdiscontinuitiesNeyman-Pearson testsimple hypothesescompensatorserror of the second-kindlikelihood- ratio processlogarithm of the likelihood ratioprocess of local density

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07) Strong limit theorems (60F15)

Cites Work

• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic discrimination between renewal processes
• Title not available (Why is that?)

Cited In (7)

• Counting without sampling: Asymptotics of the log-partition function for certain statistical physics models
• The DFR Property for Counting Processes Stopped at an Independent Random Time
• Testing hypothesis on transition distributions of a Markov sequence
• Title not available (Why is that?)
• The asymptotic behavior of a counting process in the max-scheme. A discrete case
• Asymptotic discrimination between renewal processes
• Properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters

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