Hypotheses Testing: Poisson Versus Self-exciting

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dc.creatorDachian, Serguei
dc.creatorKutoyants, Yury A.
dc.date2009-03-26
dc.date.accessioned2026-07-07T12:57:07Z
dc.date.available2026-07-07T12:57:07Z
dc.descriptionWe consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We consider one-sided parametric and one-sided nonparametric composite alternatives and construct locally asymptotically uniformly most powerful tests. The results of numerical simulations of the tests are presented.
dc.description23 pages, 6 figures
dc.identifierhttps://arxiv.org/abs/0903.4636
dc.identifierhttp://arxiv.org/abs/0903.4636
dc.identifierIn SCANDINAVIAN J. of STATISTICS 33 391 (2006)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/224820
dc.subjectStatistics Theory
dc.titleHypotheses Testing: Poisson Versus Self-exciting
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