Testing a homogeneity of stochastic processes

zbMATH Open1135.62066MaRDI QIDQ5385015FDOQ5385015

Authors: Jaromír Antoch, D. Jarušková 

Publication date: 29 April 2008

Full work available at URL: https://eudml.org/doc/33867

Recommendations

• Testing homogeneity for Poisson processes
• Evaluating Tests for Increasing Intensity of a Poisson Process
• Testing for monotonicity in the intensity of a nonhomogeneous Poisson process
• Tests for Monotonic Intensity in a Poisson Process
• Testing of two sample proportional intensity assumption for non-homogeneous Poisson processes

zbMATH Keywords

change point detectioncounting process

Mathematics Subject Classification ID

Reliability and life testing (62N05) Non-Markovian processes: hypothesis testing (62M07) Testing in survival analysis and censored data (62N03)

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• Extreme value asymptotics for multivariate renewal processes
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Cited In (11)

• Title not available (Why is that?)
• Hypothesis testing for a non-homogeneous poisson process
• Testing for superadditivity of the mean value function of a non-homogeneous poisson process
• Novelty detection based on learning entropy
• Log-likelihood ratio test for detecting transient change
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Approximation of Information Divergences for Statistical Learning with Applications
• Binary segmentation and Bonferroni-type bounds
• Testing homogeneity for Poisson processes
• Adaptive tests of homogeneity for a Poisson process
• Exact statistical inference for some parametric nonhomogeneous Poisson processes

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