On Bayesian estimators in misspecified change-point problems for Poisson process

DOI10.1016/S0167-7152(02)00200-6zbMath1014.62099MaRDI QIDQ1812035

Christian Farinetto, Yury A. Kutoyants, Ali Souleymane Dabye

Publication date: 18 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencylimit distributionsmisspecified modelinhomogeneous Poisson processesBayesian estimatorschange-point type problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Poisson source localization on the plane: change-point case ⋮ On properties of estimators in nonregular situations for Poisson processes ⋮ Parameter Estimation of Some NHPP Software Reliability Models with Change-Point

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