On APF Test for Poisson Process with Shift and Scale Parameters
Statistics Theory
2018-06-19 v1 Statistics Theory
Abstract
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-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.
Cite
@article{arxiv.1806.06405,
title = {On APF Test for Poisson Process with Shift and Scale Parameters},
author = {A. S. Dabye and Yu. A. Kutoyants and E. D. Tanguep},
journal= {arXiv preprint arXiv:1806.06405},
year = {2018}
}
Comments
15 pages