2 papers
math.ST2026
Extension of Likelihood Ratio Analysis Method to Skorokhod Topology (with Application to Poissonian Smooth Change-Point Model)
Arij Amiri, Sergue{ï} Dachian
We extend the Ibragimov-Khasminskii likelihood ratio analysis method, in the one-dimensional parameter case, to a framework based on the Skorokhod topology. The proposed fra…
math.ST2020
On Smooth Change-Point Location Estimation for Poisson Processes
A. Amiri, S Dachian
We are interested in estimating the location of what we call "smooth change-point" from independent observations of an inhomogeneous Poisson process. The smooth change-point is…