Kolmogorov-Smirnov APF Test for Inhomogeneous Poisson Processes with Shift Parameter

Tanguep, E.D.; Njomen, Didier Alain Njamen

doi:10.4236/am.2021.124023

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2023

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“…Several extensions of KS-type tests from the classical iid case to weakly dependent data have been developed and there are substantial recent contributions in this regard (see for instance, [2] [3]). However, the literature does not provide such a test for strongly dependent (and non-stationary) data, which is of deep interest for some applications, as we will see later on.…”

Section: Introductionmentioning

confidence: 99%

Goodness-of-Fit Test for Non-Stationary and Strongly Dependent Samples

Crisci¹,

Perera²,

Sampognaro³

2023

APM

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In this article we improve a goodness-of-fit test, of the Kolmogorov-Smirnov type, for equally distributed-but not stationary-strongly dependent data. The test is based on the asymptotic behavior of the empirical process, which is much more complex than in the classical case. Applications to simulated data and discussion of the obtained results are provided. This is, to the best of our knowledge, the first result providing a general goodness of fit test for nonweakly dependent data.

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Section: Introductionmentioning

confidence: 99%