Abstract
We consider two statistical problems for inhomogeneous Poisson processes. The first one concerns the parameter estimation and the second one is about the goodness of fit test. We develop the method of moments in parameter estimation problem and describe the asymptotic behavior of the new test based on the method of moments estimator. We show that the constructed estimators are consistent and asymptotically normal and for the test we find the limit distribution of the test statistics under hypothesis and show its consistency.
Information
Published: 1 January 2018
First available in Project Euclid: 26 September 2019
Digital Object Identifier: 10.16929/sbs/2018.100-02-02
Subjects:
Primary:
62F10
,
62F12
,
62G10
,
62G20
,
62M05
Keywords:
asymptotic normality
,
consistency
,
method of moments estimators
,
Parameter estimation
,
Poisson processes
,
test of Wald
Rights: Copyright © 2018 The Statistics and Probability African Society