A note on discriminating Poisson processes from other point processes with stationary inter arrival times
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Publication:5219001
DOI10.14736/kyb-2019-5-0802zbMath1463.60070OpenAlexW2995922778MaRDI QIDQ5219001
Benjamin Weiss, Gusztáv Morvai
Publication date: 6 March 2020
Published in: Kybernetika (Search for Journal in Brave)
Full work available at URL: http://real.mtak.hu/104456/1/paper.pdf
Geometric probability and stochastic geometry (60D05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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- On distribution-free goodness-of-fit testing of exponentiality
- Universal codes as a basis for time series testing
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Testing stationary processes for independence
- Some results on tests for Poisson processes
- An Introduction to the Theory of Point Processes
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