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On the Cramér–von Mises test with parametric hypothesis for poisson processes

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  • A. Dabye

Abstract

The problem of the goodness of-fit testing for inhomogeneous Poisson process with parametric basic hypothesis is considered. A test statistic of the Cramér–von Mises type with parameter replaced by the maximum likelihood estimator is proposed and its asymptotic behavior is studied. It is shown that in the case of shift parameter, the limit distribution of the test statistics (under hypothesis) does not depend on the true value of this parameter. Copyright Springer Science+Business Media Dordrecht 2013

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  • A. Dabye, 2013. "On the Cramér–von Mises test with parametric hypothesis for poisson processes," Statistical Inference for Stochastic Processes, Springer, vol. 16(1), pages 1-13, April.
    • Handle: RePEc:spr:sistpr:v:16:y:2013:i:1:p:1-13
    DOI: 10.1007/s11203-013-9077-y
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    Cited by:

    1. Dabye, A.S. & Kutoyants, Yu.A. & Tanguep, E.D., 2019. "On APF test for Poisson process with shift and scale parameters," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 28-36.

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