scientific article

zbMath0544.62018MaRDI QIDQ3333880

Jean Deshayes

Publication date: 1984

Full work available at URL: http://www.numdam.org/item?id=ASCFPA_1984__78_2_1_0

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zbMATH Keywords

homogeneous Poisson processchange-point modelweighted likelihood ratio tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Unnamed Item ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process

Cites Work

• Unnamed Item
• Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
• Principe d'invariance sur le processus de vraisemblance
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio

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