Hypotheses testing: Poisson versus stress-release

被引：2

作者：

Dachian, Serguei ^{[2
]}

Kutoyants, Yury A. ^{[1
]}

机构：

[1] Univ Maine, Lab Stat & Proc, F-72085 Le Mans 9, France

[2] Univ Clermont Ferrand, Math Lab, F-63177 Aubiere, France

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 05期

关键词：

Poisson process; Self-correcting process; Stress-release process; Hypotheses testing; Wald test; Likelihood ratio test; Score-function test; Unit-root AR process; ASYMPTOTIC INFERENCE; MODEL; SINGULARITY; EARTHQUAKES;

D O I：

10.1016/j.jspi.2008.05.025

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：1668 / 1684

页数：17

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