Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process

DOI10.1080/02331889108802308zbMath0809.62075OpenAlexW1981329022MaRDI QIDQ4322951

Lothar Heinrich

Publication date: 29 March 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802308

zbMATH Keywords

weak convergenceGaussian processesgoodness-of-fit testschi-square testpoint patternKolmogorov-Smirnov testCramer-von Mises teststationary Poisson processsecond moment functionquantiles of limit distributionsestimated intensityknown intensityrectangular sampling window

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Markov processes: hypothesis testing (62M02)

Related Items (9)

Test for Conditional Variance of Integer-Valued Time Series ⋮ A functional central limit theorem for the empirical Ripley's \(K\)-function ⋮ Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions ⋮ Weak dependence of point processes and application to second-order statistics^† ⋮ Point process diagnostics based on weighted second-order statistics and their asymptotic properties ⋮ Asymptotic properties of an empiricalK-function for inhomogeneous spatial point processes ⋮ A Studentized Permutation Test for the Comparison of Spatial Point Patterns ⋮ Transforming spatial point processes into Poisson processes ⋮ Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness

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