On APF Test for Poisson Process with Shift and Scale Parameters

2018/06/17 by Dabye, A. S., Kutoyants, Yu. A., Tanguep, E. D.
#62F03 #62F05 #62F12 #62G10 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1806.06405

Abstract

We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-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.

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