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Exact statistical inference for some parametric nonhomogeneous poisson processes

Abstract

Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametric models is also briefly considered.

Category

Academic article

Language

English

Author(s)

  • Bo Henry Lindqvist
  • Gunnar Taraldsen

Affiliation

  • Norwegian University of Science and Technology
  • SINTEF Digital / Connectivity Technologies and Platforms

Year

2013

Published in

Journal of the Iranian Statistical Society

ISSN

1726-4057

Volume

12

Issue

1

Page(s)

113 - 126

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