Sergueï DACHIAN - Abstract
Sergueï DACHIAN - Abstract![](/fr/seminaires-conferences/archives/workshop/workshop-s-a-p-s-v-6-8-janvier-2005-1/workshop-s-a-p-s-v-6-8-janvier-2005/serguei-dachian-abstract/_attachment/image-header.jpg)
HYPOTHESES TESTING POISSON VERSUS SELF-EXCITING AND SELF-CORRECTING
Sergueï DACHIAN
Université Blaise Pascal
Clermont-Ferrand, France
Yury KUTOYANTS
Université du Maine
Le Mans, France
ABSTRACT
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are either stationary self-exciting or stationary self-correcting point processes. In the first case we consider one-sided parametric and one-sided nonparametric alternatives and construct locally asymptotically uniformly most powerful tests. In the second case we consider one-sided parametric alternatives. The results of numerical simulations of the tests are presented.