Pages that link to "Item:Q1856480"
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The following pages link to Goodness-of-fit tests for parametric hypotheses on the distribution of point processes (Q1856480):
Displaying 10 items.
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator (Q329052) (← links)
- Goodness-of-fit test of the mark distribution in a point process with non-stationary marks (Q693324) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487) (← links)
- Some notes on goodness-of-fit tests and innovation martingales (Q2735705) (← links)
- (Q3383434) (← links)
- Innovation martingales in nonparametric statistics (Q3981237) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function (Q6077593) (← links)
