Asymptotic deficiency of score test for inhomogeneous Poisson processes

DOI10.1080/02331888.2012.734307MaRDI QIDQ5169780zbMATH OpenOpenAlexFDO

Authors Kh. Fazli

Publication date 11 July 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.734307

zbMATH Keywords

asymptotic deficiencyinhomogeneous Poisson processespower lossscore test

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• Power loss for inhomogeneous Poisson processes
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• On hypothesis testing for Poisson processes: regular case
• Testing homogeneity for Poisson processes
• Second-order efficient test for inhomogeneous Poisson processes

Cites work

• An introduction to the theory of point processes
• Power loss for inhomogeneous Poisson processes
• Second-order efficient test for inhomogeneous Poisson processes

Cited in

(2)

• Asymptotic distribution of the score test for detecting marks in Hawkes processes
• Power loss for inhomogeneous Poisson processes

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