Extension of Likelihood Ratio Analysis Method to Skorokhod $M_1$ 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 $M\_1$ topology. The proposed fra…