Large deviations for a class of counting processes and some statistical applications

DOI10.1016/J.SPL.2015.04.028zbMATH Open1321.60051OpenAlexW1981514034MaRDI QIDQ491691FDOQ491691

Authors: Claudio Macci, Barbara Pacchiarotti 

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.028

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zbMATH Keywords

large deviationscounting processeshypothesis testing problemsLRT statisticsorder statistics property

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Cites Work

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Cited In (8)

• Title not available (Why is that?)
• Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals
• Title not available (Why is that?)
• Large deviations in the problem of distinguishing the counting processes
• Precise Deviations for Disk Counting Statistics of Invariant Determinantal Processes
• Large deviations behavior of counting processes and their inverses
• A large deviation result for a class of Dirichlet processes
• Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals

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