Testing of the hypotheses of the renewal process under local asymptotic normality
Articles
Vaidotas Kanišauskas
Vilnius University image/svg+xml
https://orcid.org/0000-0002-6097-4080
Published 2025-12-21
https://doi.org/10.15388/LMR.2025.44457
PDF

Keywords

renewal process
local asymptotic normality
asymptotically locally most powerful test

How to Cite

Kanišauskas, V. (2025) “Testing of the hypotheses of the renewal process under local asymptotic normality”, Lietuvos matematikos rinkinys, 66(B), pp. 60–70. doi:10.15388/LMR.2025.44457.

Abstract

The paper deals with a statistical experiment induced by a renewal process with a continuous compensator. Given the local asymptotic normality of probability measures, the asymptotically locally most powerful criteria for testing the simple hypothesis with the complex parametric alternative are found. It is also shown how these hypotheses are practically tested with specific data.

PDF
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Downloads

Download data is not yet available.

Most read articles by the same author(s)