Testing the hypothesis that a point is Poisson
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Cited in
(15)- Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)
- Method of moments estimators and multi-step MLE for Poisson processes
- On two-stage Monte Carlo tests of composite hypotheses
- On APF test for Poisson process with shift and scale parameters
- On the Cramér-von Mises test with parametric hypothesis for Poisson processes
- Multivariate Bell polynomials and their applications to powers and fractionary iterates of vector power series and to partial derivatives of composite vector functions
- Power loss for inhomogeneous Poisson processes
- �tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications
- Hypotheses Testing: Poisson Versus Self-exciting
- Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
- Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Goodness-of-fit test for Poisson processes with a scale parameter
- Nonparametric hypothesis testing for intensity of the Poisson process
- Point process diagnostics based on weighted second-order statistics and their asymptotic properties
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