Open Access
VOL. 1 | 2018 Chapter 6. On the Parameter Estimation by Method of Moments and Wald Type Test for Poisson Processes
Elhadji Ousseynou ACCRACHI, Ali Souleymane DABYE, Alix Akwada GOUNOUNG

Editor(s) Hamet SEYDI, Gane Samb LO, Aboubakary DIAKHABY


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.


Published: 1 January 2018
First available in Project Euclid: 26 September 2019

Digital Object Identifier: 10.16929/sbs/2018.100-02-02

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

Back to Top