Hypothesis testing for a Lévy-driven storage system by Poisson sampling

نویسندگان

چکیده

This paper focuses on hypothesis testing for the input of a Lévy-driven storage system by sampling level. As likelihood is not explicit we propose two tests that rely transformation data. The first approach uses i.i.d. ‘quasi-busy-periods’ between observations zero workload. distribution duration quasi-busy-periods determined. second method conditional ratio test based Bernoulli events observing or positive workload, previous Performance analysis presented both along with speed-of-convergence results, are independent interest.

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ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2021

ISSN: ['1879-209X', '0304-4149']

DOI: https://doi.org/10.1016/j.spa.2020.11.005