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Exact statistical inference for some parametric nonhomogeneous poisson processes

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.

Kategori

Vitenskapelig artikkel

Språk

Engelsk

Forfatter(e)

  • Bo Henry Lindqvist
  • Gunnar Taraldsen

Institusjon(er)

  • Norges teknisk-naturvitenskapelige universitet
  • SINTEF Digital / Sustainable Communication Technologies

År

2013

Publisert i

Journal of the Iranian Statistical Society

ISSN

1726-4057

Årgang

12

Hefte nr.

1

Side(r)

113 - 126

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