Cox process goodness-of-fit test. A Matlab file.
Identificadores
URI: http://hdl.handle.net/10481/17863Metadata
Show full item recordMateria
Cox process Compound Cox process Goodness-of-fit test Simultaneous inference Matlab
Date
2011-10-07Sponsorship
FQM-307, FQM-246, MTM2010-20502Abstract
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.