On Neyman-Pearson minimax detection of Poisson process intensity

DOI10.1007/S11203-020-09230-4zbMATH Open1469.62192OpenAlexW3118331511MaRDI QIDQ2040944FDOQ2040944

Authors: M. V. Burnashev 

Publication date: 15 July 2021

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

Full work available at URL: https://doi.org/10.1007/s11203-020-09230-4

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zbMATH Keywords

error probabilitiesminimax testing of hypothesesPoisson process intensity

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
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• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
• On detection of Gaussian stochastic sequences
• On minimax detection of Poisson process intensity

Cited In (8)

• Asymptotic error probability of binary hypothesis testing for Poisson point-process observations (Corresp.)
• Minimax discrimination for observed Poisson processes with uncertain rate functions
• On Stein's lemma in hypotheses testing in general non-asymptotic case
• Error rates for poisson process discrimination
• On minimax robust testing of composite hypotheses on Poisson process intensity
• On minimax detection of Poisson process intensity
• On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
• On the robust discrimination of Poisson random counting measures (Corresp.)

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