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
Macci, C., Pacchiarotti, B. (2015). Large deviations for a class of counting processes and some statistical applications. STATISTICS & PROBABILITY LETTERS, 104, 36-48 [10.1016/j.spl.2015.04.028].
Large deviations for a class of counting processes and some statistical applications
MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2015-01-01
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| File | Dimensione | Formato | |
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