A test of goodness of fit testing for stochastic intensities associated to counting processes

An asymptotic goodness of fit testing for stochastic intensities associated to counting processes is derived. Moreover, this result is applied to the stochastic version of the Kermack and McKendrick model for a general epidemic.

MoreLess

Year of publication:	2003
Authors:	Fierro, Raúl
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 3, p. 287-292
Publisher:	Elsevier
Keywords:	Goodness of fit testing Counting processes Asymptotic distribution Epidemic models

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074616