On APF test for Poisson process with shift and scale parameters

We 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...

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Bibliographic Details
Published in:Statistics & probability letters Vol. 145. P. 28-36
Main Author: Dabye, A. S.
Other Authors: Kutoyants, Yury A., Tanguep, E. D.
Format: Article
Language:English
Subjects:
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000650266
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520 3 |a We 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. 
653 |a пуассоновские процессы 
653 |a Крамера-фон Мизеса критерий 
653 |a асимптотическое поведение 
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700 1 |a Kutoyants, Yury A.  |9 424456 
700 1 |a Tanguep, E. D.  |9 491088 
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