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

DOI10.1016/j.spl.2015.04.028zbMath1321.60051OpenAlexW1981514034MaRDI QIDQ491691

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

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)

Related Items (2)

Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals ⋮ Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals

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• Large deviations for vector-valued Lévy processes
• Big queues.
• Large deviations for fractional Poisson processes
• Large Deviations for Gaussian Queues
• Point Processes with a Generalized Order Statistic Property

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