Hypotheses Testing: Poisson Versus Self-exciting

DOI10.1111/j.1467-9469.2005.00484.xzbMath1125.62083arXiv0903.4636OpenAlexW2083603943MaRDI QIDQ3411081

Sergueï Dachian, Yury A. Kutoyants

Publication date: 8 December 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.4636

zbMATH Keywords

test for independenceHawkes processminimax testlocally asymptotically most powerful test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items

Adaptive tests of homogeneity for a Poisson process ⋮ On the Cramér-von Mises test with parametric hypothesis for Poisson processes ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Power Loss for Inhomogeneous Poisson Processes ⋮ A model of Poissonian interactions and detection of dependence ⋮ Nonparametric hypothesis testing for intensity of the Poisson process ⋮ Hypotheses testing: Poisson versus stress-release ⋮ On hypothesis tests for disk-type intensities of spatial poisson processes

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