Large deviations for a class of counting processes and some statistical applications

Claudio Macci and Barbara Pacchiarotti

Statistics & Probability Letters, 2015, vol. 104, issue C, 36-48

Abstract: The aim of this paper is to prove results on large deviations for a class of counting processes, and to illustrate some statistical applications. We also present a generalization of the results for a class of compound processes. The statistical applications describe the asymptotic behavior of some issues concerning two hypothesis testing problems, and the logarithmic rates are expressed in terms of the large deviation rate functions.

Keywords: Order statistics property; LRT statistics; First kind error probability; Most likely path (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215001406
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:104:y:2015:i:c:p:36-48

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.04.028

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().