Related papers: Adaptive tests of homogeneity for a Poisson proces…
Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…
The aim of this paper is to establish non-asymptotic minimax rates of testing for goodness-of-fit hypotheses in a heteroscedastic setting. More precisely, we deal with sequences $(Y_j)_{j\in J}$ of independent Gaussian random variables,…
Parameter change test has been an important issue in time series analysis. The problem has also been actively explored in the field of integer-valued time series, but the testing in the presence of outliers has not yet been extensively…
Motivated by monitoring the arrival of incoming adverse events such as customer support calls or crash reports from users exposed to an experimental product change, we consider sequential hypothesis testing of continuous-time inhomogeneous…
A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme…
We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. We prove homogenization properties of the associated Markov generators. As an application, we derive the hydrodynamic limit of the…
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…
We perform the homogenization process avoiding the necessity of testing the weak formulation of the initial and homogenized systems by corresponding weak solutions. We show that the stress tensor for homogenized problem depends on the…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…
In this paper a new estimator for the transition density $\pi$ of an homogeneous Markov chain is considered. We introduce an original contrast derived from regression framework and we use a model selection method to estimate $\pi$ under…
One of the most widely applied unit root test, Phillips-Perron test, enjoys in general highpowers, but suffers from size distortions when moving average noise exists. As a remedy, thispaper proposes a nonparametric bootstrap unit root test…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
We develop a unified $L$-statistic testing framework for high-dimensional regression coefficients that adapts to unknown sparsity. The proposed statistics rank coordinate-wise evidence measures and aggregate the top $k$ signals, bridging…
Combined-resolution simulations are an effective way to study molecular properties across a range of length- and time-scales. These simulations can benefit from adaptive boundaries that allow the high-resolution region to adapt (change size…
Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…
In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…
We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…