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 methodsunitary operatorsmartingale models for point processesmodels with estimated parameters

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 50540 (Why is no real title available?)
• 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
• 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

(2)

• Distribution-free testing in linear and parametric regression
• Goodness-of-fit tests for parametric hypotheses on the distribution of point processes

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