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. & 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., & 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 & 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.
