Inference for random sampling processes

Ludger Rüschendorf

Stochastic Processes and their Applications, 1989, vol. 32, issue 1, 129-140

Abstract: For a class of point processes including nonhomogeneous Poisson processes, some Cox processes and some processes of non-Poisson type, the question of existence and construction of complete and sufficient statistics is investigated. The results are based on the generalization of some results from sequential analysis and are applied to the construction of optimal tests and estimators.

Keywords: point; processes; completeness; sufficiency; sequential; analysis; optimal; tests (search for similar items in EconPapers)
Date: 1989
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