Estimating and Testing Trend in a Stochastic Process of Poisson Type
Estimating and Testing Trend in a Stochastic Process of Poisson Type
Let $\{T_i: i = 1, 2, \cdots\}$ be a stochastic process of Poisson type, with $\lambda(t)$, the rate of occurrence of the events, depending on time. We may interpret $T_i$ as the time of occurrence of the $i$th event. In Section 2, starting with the joint density function of $T_1, …