A test of goodness of fit testing for stochastic intensities associated to counting processes

Raúl Fierro

Statistics & Probability Letters, 2003, vol. 64, issue 3, 287-292

Abstract: An asymptotic goodness of fit testing for stochastic intensities associated to counting processes is derived. Moreover, this result is applied to the stochastic version of the Kermack and McKendrick model for a general epidemic.

Keywords: Goodness; of; fit; testing; Counting; processes; Asymptotic; distribution; Epidemic; models (search for similar items in EconPapers)
Date: 2003
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