Statistische Analyse des homogenen und des inhomogenen Poissonprozesses

DOI10.1007/BF02808719zbMath0448.62079MaRDI QIDQ3894837

Peter Albrecht

Publication date: 1980

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

estimationtestinginhomogeneous Poisson processrisk theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Related Items

Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach ⋮ Zur Approximation von gemischten durch einfache Poisson-Prozesse ⋮ Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables ⋮ Parametric multiple regression risk models: Theory and statistical analysis ⋮ Zur statistischen analyse des gemischten Poissonprozesses, gestützt auf Schadeneintrittszeitpunkte

Cites Work

• A numerical implementation of the maximum-likelihood method of parameter estimation for tracer-kinetic data
• Doubly stochastic Poisson processes
• Testing for departure from the exponential distribution
• Some methods of constructing exact tests
• Bayes Linear Estimators of the Intensity Function of the Nonstationary Poisson Process
• Random time changes for multivariate counting processes
• IV.—On Least Squares and Linear Combination of Observations
• Estimation and testing of an exponential polynomial rate function within the nonstationary Poisson process
• Comparison of tests for randomness of points on a line
• Some results on tests for Poisson processes
• Estimating and Testing Trend in a Stochastic Process of Poisson Type
• Multiple Regression Analysis of a Poisson Process
• Distribution of Likelihood Ratio in Testing Against Trend
• Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test
• A Note on the Chi-Square Test, the Poisson and the Binomial
• A Random Variable Related to the Spacing of Sample Values
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• SOME SIMPLE APPROXIMATE TESTS FOR POISSON VARIATES
• Statistical Methods for Poisson Processes and Exponential Populations
• Some Methods for Strengthening the Common χ 2 Tests
• Stochastic processes and statistical inference
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