Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Compound Poisson Processes Arising in Change-Point Type Statistical
  Models as Limiting Likelihood Ratios   Different change-point type models encountered in statistical inference for
stochastic processes give rise to different limiting likelihood ratio
processes. In a previous paper of one of the authors it was established that
one of these likelihood ratios, which is an exponential functional of a
two-sided Poisson process driven by some parameter, can be approximated (for
sufficiently small values of the parameter) by another one, which is an
exponential functional of a two-sided Brownian motion. In this paper we
consider yet another likelihood ratio, which is the exponent of a two-sided
compound Poisson process driven by some parameter. We establish, that similarly
to the Poisson type one, the compound Poisson type likelihood ratio can be
approximated by the Brownian type one for sufficiently small values of the
parameter. We equally discuss the asymptotics for large values of the parameter
and illustrate the results by numerical simulations.

31
The categories of this paper are: ao-sci
17
The categories of this paper are: q-fin
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc
26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
21
The categories of this paper are: adap-org