Authors

• Bo Henry Lindqvist
• Gunnar Taraldsen

Abstract

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.

Keywords

• Conditional test
• log linear NHPP
• power low NHPP
• suf- ficiency