Test for submodel in Gibbs-Markov binary random sequence
Testing hypothesis for the shift parameter in diffusion processes
Testing in stationary models based on divergences of observed and theoretical frequencies
Testing the independence of two Poisson processes.
The likelihood ratio test for the number of components in a mixture with Markov regime
The likelihood ratio test for the number of components in a mixture with Markov regime
We study the LRT statistic for testing a single population i.i.d. model against a mixture of two populations with Markov regime. We prove that the LRT statistic converges to infinity in probability as the number of observations tends to infinity. This is a consequence of a convergence result of the LRT statistic for a subproblem where the parameters are restricted to a subset of the whole parameter set.