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Exact statistical inference for some parametric nonhomogeneous poisson processes

Exact statistical inference for some parametric nonhomogeneous poisson processes

Kategori
Vitenskapelig artikkel
Sammendrag
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.
Språk
Engelsk
Forfatter(e)
  • Bo Henry Lindqvist
  • Gunnar Taraldsen
Institusjon(er)
  • Norges teknisk-naturvitenskapelige universitet
  • SINTEF Digital / Connectivity Technologies and Platforms