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Adaptive tests of homogeneity for a Poisson process

M. FromontB. LaurentP. Reynaud-Bouret — 2011

Annales de l'I.H.P. Probabilités et statistiques

We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in -norm over classical Besov bodies and weak Besov bodies. Surprisingly, the obtained lower bounds over weak Besov bodies coincide with the minimax estimation rates over such classes. Then we construct non-asymptotic and non-parametric testing procedures that are adaptive in the sense that they achieve, up to a possible logarithmic...

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