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  • Search: subject:"Inhomogeneous Poisson processes"
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Conditional laws 1 Inhomogeneous Poisson processes 1 Markov additive processes 1 Random motions 1 first and second order efficiency 1 hypotheses testing 1 inhomogeneous Poisson processes 1 locally asymptotically uniformly most powerful test 1
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De Gregorio, Alessandro 1 Kh, Fazli 1 Macci, Claudio 1
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Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1
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RePEc 2
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Large deviation principles for telegraph processes
De Gregorio, Alessandro; Macci, Claudio - In: Statistics & Probability Letters 82 (2012) 11, pp. 1874-1882
The aim of this paper is to present large deviation results for some telegraph random motions. We are not aware of any other results of this kind except the ones for the classical telegraph process (with drift). We start with the large deviation principle of the conditional laws given the number...
Persistent link: https://www.econbiz.de/10010593921
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Second-Order Efficient Test for Inhomogeneous Poisson Processes
Kh, Fazli - In: Statistical Inference for Stochastic Processes 10 (2007) 2, pp. 181-208
Persistent link: https://www.econbiz.de/10005616039
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