Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150459 | Journal of Statistical Planning and Inference | 2009 | 17 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Sergueı¨ Dachian, Yury A. Kutoyants,