Estimation and testing of a small change location in the intensity of a Poisson process
A model of Poissonian observations having a jump (changepoint) in the intensity function is considered in the case when the size of the jump converges to zero. The limiting likelihood ratio in this case is quite different from the one corresponding to the case of a fixed jump-size. More precisely...
| Published in: | Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей С. 22-30 |
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| Format: | Book Chapter |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000648712 Перейти в каталог НБ ТГУ |