On a Poissonian change-point model with variable jump size
From MaRDI portal
Publication:2350911
DOI10.1007/s11203-014-9109-2zbMath1329.62362arXiv1403.7866OpenAlexW1980109111MaRDI QIDQ2350911
Publication date: 25 June 2015
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7866
parameter estimationhypothesis testingPoisson processchange-pointnon-regularitylimiting likelihood ratio process
Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)
Related Items (5)
Translation invariant statistical experiments with independent increments ⋮ 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 ⋮ On smooth change-point location estimation for Poisson processes ⋮ Simultaneous testing of change-point location and of a regular parameter by Poisson observations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
- On weak convergence of the likelihood ratio process in multi-phase regression models
- On limiting likelihood ratio processes of some change-point type statistical models
- Infinitely divisible statistical experiments
- Tables of distributions of functionals of Brownian motion
- Statistical inference for spatial Poisson processes
- Statistical inference for ergodic diffusion processes.
- Estimation of cusp location by Poisson observations
- On hypothesis testing for Poisson processes: Regular case
- On hypothesis testing for Poisson processes. Singular cases
- Estimation of the location of a 0-type or ∞-type singularity by Poisson observations
- The joint density of the maximum and its location for a Wiener process with drift
This page was built for publication: On a Poissonian change-point model with variable jump size