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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/17863

Title: Cox process goodness-of-fit test. A Matlab file.
Authors: Bouzas, Paula R.
Ruiz-Fuentes, Nuria
Issue Date: 7-Oct-2011
Abstract: The Cox Process (CP) models many real phenomena dealing with counting data. Having observed sample paths of a counting process in a discrete set of time points and assuming that the phenomenon can be modeled by a Cox process or compound Cox process, an important task is to decide if those paths fit a given model. A goodnes-of-fit test to assess the coherence of the new observed data with the given Cox process has been proposed by the authors, taking into account if the process is parametrically known or it has to be estimated. This paper deals with a computational tool to support the test.
Sponsorship: FQM-307, FQM-246, MTM2010-20502
Keywords: Cox process
Compound Cox process
Goodness-of-fit test
Simultaneous inference
URI: http://hdl.handle.net/10481/17863
Rights : Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License
Appears in Collections:FQM307 - Artículos

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File Description SizeFormat
CpGFT.mMATLAB file7.03 kBMATLAB R2008a/7.6View/Open
CpGTF_Matlab.pdf99.31 kBAdobe PDFView/Open
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