Nonhomogeneous Poisson processes (NHPPs) are often used to model failure data from repairable systems, 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 parametric NHPPs. The idea is to use conditional tests given a suffici
β¦ LIBER β¦
Goodness-of-fit tests for autoregressive processes
β Scribed by T. W. Anderson
- Book ID
- 108549290
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 321 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0143-9782
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## Abstract Smooth tests of goodness of fit assess the fit of data to a given probability density function within a class of alternatives that differs βsmoothlyβ from the null model. These alternatives are characterized by their order: the greater the order the richer the class of alternatives. The