On hypothesis tests in misspecified change-point problems for a Poisson process

DOI10.1080/03610926.2016.1231819zbMATH Open1462.62511OpenAlexW2528908032MaRDI QIDQ4598602FDOQ4598602

Authors: Christian Farinetto 

Publication date: 15 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1231819

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zbMATH Keywords

inhomogeneous Poisson processGLRTmisspecified modelWald's testchange-point type problem

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (6)

• Multiple hypothesis testing for Poisson processes with variable change–point intensity
• Misspecified change-point estimation problem for a Poisson process
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Simultaneous testing of change-point location and of a regular parameter by Poisson observations
• Hypotheses testing: Poisson versus stress-release
• On hypothesis testing for Poisson processes: singular cases

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