Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown

DOI10.1080/07474946.2011.593918zbMath1223.62143OpenAlexW2029457680MaRDI QIDQ3094214

Marlo Brown

Publication date: 21 October 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2011.593918

zbMATH Keywords

dynamic programmingriskPoisson processeschange-point detectionBayesian stopping rulesmultiple categories

Mathematics Subject Classification ID

Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (2)

A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown

Cites Work

• Monitoring a Poisson process in several categories subject to changes in the arrival rates
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Compound Poisson Disorder Problem
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

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