Projection approach to distribution-free testing for point processes. Regular models

MaRDI QIDQ5146334zbMATH OpenFDO

Authors Estáte V. Khmaladze

Publication date 25 January 2021

Full work available at URL http://www.rmi.ge/transactions/TRMI-volumes/174-2/v174(2)-5.pdf

zbMATH Keywords

asymptotic methodsmartingale models for point processesmodels with estimated parametersunitary operators

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonparametric hypothesis testing (62G10) Non-Markovian processes: estimation (62M09)

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Cites work

• An Introduction to the Theory of Point Processes
• Distribution free testing for conditional distributions given covariates
• Distribution free testing of goodness of fit in a one dimensional parameter space
• scientific article; zbMATH DE number 50540 (Why is no real title available?)
• Martingale Approach in the Theory of Goodness-of-Fit Tests
• Note on distribution free testing for discrete distributions
• Statistical models based on counting processes
• The Use of \omega ^2 Tests for Testing Parametric Hypotheses
• Unitary transformations, empirical processes and distribution free testing

Cited in

(3)

• Goodness-of-fit tests for parametric hypotheses on the distribution of point processes
• On the use and misuse of time-rescaling to assess the goodness-of-fit of self-exciting temporal point processes
• Distribution-free testing in linear and parametric regression

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