Testing the goodness of fit of a mixed Poisson process

DOI10.1016/0167-6687(82)90018-XzbMath0487.62069OpenAlexW1968134804MaRDI QIDQ1165542

Peter Albrecht

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90018-x

zbMATH Keywords

order statisticsmixed Poisson processesbirth processesuniform conditional tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Markov processes: hypothesis testing (62M02)

Related Items (4)

On the sample path properties of mixed Poisson processes ⋮ Point process diagnostics based on weighted second-order statistics and their asymptotic properties ⋮ On the problem of testing whether a mixed Poisson process is homogeneous ⋮ Modeling large claims in non-life insurance

Cites Work

• Zur statistischen analyse des gemischten Poissonprozesses, gestützt auf Schadeneintrittszeitpunkte
• A class of non-identifiable stochastic models
• Comparison of tests for randomness of points on a line
• Some results on tests for Poisson processes
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