Hypotheses Testing: Poisson Versus Stress-release - Archive ouverte HAL
Article Dans Une Revue Journal of Statistical Planning and Inference Année : 2009

Hypotheses Testing: Poisson Versus Stress-release

Résumé

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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Dates et versions

hal-00110604 , version 1 (31-10-2006)

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Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, 2009, 139 (5), pp.1668-1684. ⟨hal-00110604⟩
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