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Hypotheses testing: Poisson versus stress-release

Authors
Journal
Journal of Statistical Planning and Inference
0378-3758
Publisher
Elsevier
Publication Date
Volume
139
Issue
5
Identifiers
DOI: 10.1016/j.jspi.2008.05.025
Keywords
  • Poisson Process
  • Self-Correcting Process
  • Stress-Release Process
  • Hypotheses Testing
  • Wald Test
  • Likelihood Ratio Test
  • Score-Function Test
  • Unit-Root Ar Process
Disciplines
  • Mathematics

Abstract

Abstract We 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 stress-release 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.

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