Hypotheses Testing: Poisson Versus Self-correcting
Statistics Theory
2007-06-13 v1 Statistics Theory
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 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.
Cite
@article{arxiv.math/0610961,
title = {Hypotheses Testing: Poisson Versus Self-correcting},
author = {Serguei Dachian and Yury A. Kutoyants},
journal= {arXiv preprint arXiv:math/0610961},
year = {2007}
}