The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process

DOI10.1016/j.csda.2006.12.042zbMath1445.62213OpenAlexW1964973307MaRDI QIDQ1020716

Pedro Galeano

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.042

zbMATH Keywords

changepointsPoisson processesbinary segmentation procedurecumulative sum statisticKolmogorov statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

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