Note model‐checking in non‐stationary poisson processes

Andrew R. Solow

Applied Stochastic Models and Data Analysis, 1992, vol. 8, issue 2, 129-132

Abstract: An approach to assessing the fit of a parametric non‐stationary Poisson process model to data is presented. The approach uses kernel estimation in conjunction with a parametric bootstrap. An example is given.

Date: 1992
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https://doi.org/10.1002/asm.3150080207

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:8:y:1992:i:2:p:129-132

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