Pages that link to "Item:Q2350911"
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The following pages link to On a Poissonian change-point model with variable jump size (Q2350911):
Displaying 10 items.
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- On limiting likelihood ratio processes of some change-point type statistical models (Q974514) (← links)
- On asymptotic description of a probabilistic change-point model for a two-state discrete Markov process (Q1049389) (← links)
- A log-linear model for a Poisson process change point (Q1206712) (← links)
- Translation invariant statistical experiments with independent increments (Q1656850) (← links)
- Simultaneous testing of change-point location and of a regular parameter by Poisson observations (Q2023464) (← links)
- On smooth change-point location estimation for Poisson processes (Q2243552) (← links)
- Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics (Q2868866) (← links)
- Multiple hypothesis testing for Poisson processes with variable change–point intensity (Q5079271) (← links)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)
