TEST ON REGENERATIVE PROCESS THROUGH $\Phi$-DIVERGENCE

Jacques Touboul (1)

1 LSTA - Laboratoire de Statistique Théorique et Appliquée

The purpose of this article is to expose a new sufficient condition to reject the hypothesis saying that a process is a regenerative process. This condition is based on $\Phi$-divergence and on the fact that its associated renewal process follows a parametric model.

Mots clés: Regenerative Process; Renewal Process; minimum $\Phi-$divergence; Point Process

Domaines: Statistiques [math.ST]; Probabilités [math.PR]

Jacques Touboul. TEST ON REGENERATIVE PROCESS THROUGH $\Phi$-DIVERGENCE. 2008. ⟨hal-00312006⟩