scientific article; zbMATH DE number 7399677

MaRDI QIDQ3383434zbMATH OpenFDO

Authors Franz Streit

Publication date 23 September 2021

zbMATH Keywords

martingale central limit theoremspoint processesstatistical tests

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• On the central limit theorem for point process martingales
• Sur le théorème de la limite centrale presque-sûre pour les processus ponctuels
• scientific article; zbMATH DE number 4124718
• Nonparametric tests methods for statistical inference in point processes
• Some test statistics based on the martingale term of the empirical distribution function
• Goodness-of-fit tests for parametric hypotheses on the distribution of point processes
• Central limit theorems for empirical product densities of stationary point processes
• Approximating martingales and the central limit theorem for strictly stationary processes

Cited in

(1)

• One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3383434)