Non-linear models 1 |
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Authors: | G.J.S. Ross |
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Affiliation: | Statistics Department , Rothamsted Experimental Station, Herts, Harpenden, AL5 2JQ, England |
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Abstract: | This is the first application of a new method for testing stationary random point processes. Consider the class of all stationary ergodic point processes on the real line with arbitrary dependences among the inter–point distances (spacing).The hypothesis is :The observed process φ is a homogeneous Poisson process or more (resp.less) regular than a Poisson process.The sample is the vector of the first n points t1, …,tn.There is a close relation between our method for testing and queueing theory: For finding an appropriate test statistic, we observe the behaviour of a single server queue with the input φ.A table of critical values is given. |
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Keywords: | Primary 62M07 secondary 60K25 60G57 Stationary point process POISSON process single server queue testing goodnes–of–fit asymptotic properties |
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