On APF test for Poisson process with shift and scale parameters

A.S. Dabye, Yu.A. Kutoyants and E.D. Tanguep

Statistics & Probability Letters, 2019, vol. 145, issue C, 28-36

Abstract: 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.

Keywords: Inhomogeneous Poisson process; Parametric basic hypothesis; Cramér–von Mises test; Asymptotically parameter free test; Scale and shift parameters (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.08.001

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