Hypotheses Testing: Poisson Versus Self-correcting

Simple item page
dc.creatorDachian, Serguei
dc.creatorKutoyants, Yury A.
dc.date2006-10-31
dc.date.accessioned2026-07-07T08:08:18Z
dc.date.available2026-07-07T08:08:18Z
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 against a composite one-sided parametric alternative that this is a self-correcting point process. The underlying family of measures is locally asymptotically quadratic and we describe the behavior of score function, likelihood ratio and Wald tests in the asymptotics of large samples. The results of numerical simulations are presented.
dc.identifierhttps://arxiv.org/abs/math/0610961
dc.identifierhttp://arxiv.org/abs/math/0610961
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131218
dc.subjectStatistics Theory
dc.subject62M05
dc.titleHypotheses Testing: Poisson Versus Self-correcting
dc.typetext

Files

Collections

arXiv