2 papers
math.ST2014
On Hypothesis Testing for Poisson Processes. Regular Case
Serguei Dachian, Yury Kutoyants, Lin Yang
We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the th…
math.ST2014
On a Poissonian Change-Point Model with Variable Jump Size
Serguei Dachian, Lin Yang
A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the j…