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On APF test for Poisson process with shift and scale parameters A. S. Dabye, Yu. A. Kutoyants, E. D. Tanguep

By: Dabye, A. SContributor(s): Kutoyants, Yury A | Tanguep, E. DMaterial type: ArticleArticleSubject(s): пуассоновские процессы | Крамера-фон Мизеса критерий | асимптотическое поведениеGenre/Form: статьи в журналах Online resources: Click here to access online In: Statistics & probability letters Vol. 145. P. 28-36Abstract: We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramér–von Mises type is proposed and its asymptotic behavior is studied. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameters.
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Библиогр.: с. 35-36

We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramér–von Mises type is proposed and its asymptotic behavior is studied. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameters.

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