On hypothesis tests in misspecified change-point problems for a Poisson process

Christian Farinetto

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 10103-10115

Abstract: Consider an inhomogeneous Poisson process X on [0, T] whose unk-nown intensity function “switches” from a lower function g* to an upper function h* at some unknown point ϑ* that has to be identified. We consider two known continuous functions g and h such that g*(t) ⩽ g(t)

Date: 2017
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DOI: 10.1080/03610926.2016.1231819

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