On APF test for Poisson process with shift and scale parameters

Publication date: Available online 20 August 2018Source: Statistics & Probability LettersAuthor(s): A.S. Dabye, Yu. A. Kutoyants, E.D. TanguepAbstractWe 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.

Source: Statistics and Probability Letters - August 21, 2018 Category: Statistics Source Type: research