Testing a homogeneity of stochastic processes

MaRDI QIDQ5385015zbMATH OpenFDO

Authors Jaromír Antoch, D. Jarušková

Publication date 29 April 2008

Full work available at URL https://eudml.org/doc/33867, http://www.kybernetika.cz/content/2007/4/415

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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Cites work

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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Extreme value asymptotics for multivariate renewal processes
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• On extreme value asymptotics for increments of renewal processes
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• The likelihood ratio test for the change point problem for exponentially distributed random variables

Cited in

(11)

• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Testing homogeneity for Poisson processes
• Adaptive tests of homogeneity for a Poisson process
• Binary segmentation and Bonferroni-type bounds
• scientific article; zbMATH DE number 822315 (Why is no real title available?)
• Testing for superadditivity of the mean value function of a non-homogeneous poisson process
• Hypothesis testing for a non-homogeneous poisson process
• Novelty detection based on learning entropy
• Exact statistical inference for some parametric nonhomogeneous Poisson processes
• Log-likelihood ratio test for detecting transient change
• Approximation of Information Divergences for Statistical Learning with Applications

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