Geodesic
Contiguity and LAN-property of sequences of Poisson processes
Kybernetika, Tome 35 (1999) no. 3, p. [281].

Voir la notice de l'article dans Czech Digital Mathematics Library

Using the concept of Hellinger integrals, necessary and sufficient conditions are established for the contiguity of two sequences of distributions of Poisson point processes with an arbitrary state space. The distribution of logarithm of the likelihood ratio is shown to be infinitely divisible. The canonical measure is expressed in terms of the intensity measures. Necessary and sufficient conditions for the LAN-property are formulated in terms of the corresponding intensity measures.
Classification : 60G55, 62B10, 62G20, 62M07
Mots-clés : Poisson point process; local asymptotic normality; Hellinger integral; likelihood ratio 
@article{KYB_1999__35_3_a1,
     author = {Liese, Friedrich and Lorz, Udo},
     title = {Contiguity and {LAN-property} of sequences of {Poisson} processes},
     journal = {Kybernetika},
     pages = {[281]},
     publisher = {mathdoc},
     volume = {35},
     number = {3},
     year = {1999},
     mrnumber = {1704668},
     zbl = {1274.60156},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a1/}
}
TY  - JOUR
AU  - Liese, Friedrich
AU  - Lorz, Udo
TI  - Contiguity and LAN-property of sequences of Poisson processes
JO  - Kybernetika
PY  - 1999
SP  - [281]
VL  - 35
IS  - 3
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a1/
LA  - en
ID  - KYB_1999__35_3_a1
ER  - 
%0 Journal Article
%A Liese, Friedrich
%A Lorz, Udo
%T Contiguity and LAN-property of sequences of Poisson processes
%J Kybernetika
%D 1999
%P [281]
%V 35
%N 3
%I mathdoc
%U https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a1/
%G en
%F KYB_1999__35_3_a1
Liese, Friedrich; Lorz, Udo. Contiguity and LAN-property of sequences of Poisson processes. Kybernetika, Tome 35 (1999) no. 3, p. [281]. https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a1/