Asymptotic deficiency of score test for inhomogeneous Poisson processes

DOI10.1080/02331888.2012.734307zbMATH Open1367.62045OpenAlexW2075998117MaRDI QIDQ5169780FDOQ5169780

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

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zbMATH Keywords

score testinhomogeneous Poisson processesasymptotic deficiencypower loss

Mathematics Subject Classification ID

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

Cites Work

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