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.
Lindqvist,B. H. and Taraldsen,G. (2022). Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes. Journal of the Iranian Statistical Society, 12(1), 113-126.
MLA
Lindqvist,B. H. , and Taraldsen,G. . "Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes", Journal of the Iranian Statistical Society, 12, 1, 2022, 113-126.
HARVARD
Lindqvist B. H., Taraldsen G. (2022). 'Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes', Journal of the Iranian Statistical Society, 12(1), pp. 113-126.
CHICAGO
B. H. Lindqvist and G. Taraldsen, "Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes," Journal of the Iranian Statistical Society, 12 1 (2022): 113-126,
VANCOUVER
Lindqvist B. H., Taraldsen G. Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes. JIRSS, 2022; 12(1): 113-126.
Journal of the Iranian Statistical Society