scientific article; zbMATH DE number 3866366

zbMATH Open0544.62018MaRDI QIDQ3333880FDOQ3333880

Authors: Jean Deshayes 

Publication date: 1984

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

homogeneous Poisson processchange-point modelweighted likelihood ratio tests

Mathematics Subject Classification ID

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

Cites Work

• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
• Title not available (Why is that?)
• Principe d'invariance sur le processus de vraisemblance

Cited In (8)

• On a Poissonian change-point model with variable jump size
• The change point test of Poisson process based on U-type statistics
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sur une caractérisation classique du processus de Poisson

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