Second-order efficient test for inhomogeneous Poisson processes

DOI10.1007/S11203-006-0003-4MaRDI QIDQ882916zbMATH OpenOpenAlexFDO

Authors Kh. Fazli

Publication date 24 May 2007

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-006-0003-4

zbMATH Keywords

hypotheses testinginhomogeneous Poisson processesfirst and second order efficiencylocally asymptotically uniformly most powerful test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 3755661 (Why is no real title available?)
• scientific article; zbMATH DE number 3562260 (Why is no real title available?)
• scientific article; zbMATH DE number 2202791 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Asymptotic expansions for the power of distributionfree tests in the two- sample problem
• On Efficiency of First and Second Order
• On a Theorem of Pitman
• On the rate of convergence and asymptotic expansions for \(U\)-statistics under alternatives
• Rates of Convergence of Estimates and Test Statistics

Cited in

(9)

• Second order asymptotical efficiency for a Poisson process
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Power loss for inhomogeneous Poisson processes
• Exact Bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous Poisson process
• A model of Poissonian interactions and detection of dependence
• On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov Observations
• Asymptotic deficiency of score test for inhomogeneous Poisson processes
• Adaptive tests of homogeneity for a Poisson process

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