Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes
Bo Henry Lindqvist, Gunnar Taraldsen, Sintef Ict · Journal of the Iranian Statistical Society · 2013
Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametric models is also briefly considered.