Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution

DOI10.1080/07474940902816833zbMath1162.62077arXivmath/0611563OpenAlexW2011613687MaRDI QIDQ3630051

Erhan Bayraktar, Semih Onur Sezer

Publication date: 2 June 2009

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

Full work available at URL: https://arxiv.org/abs/math/0611563

zbMATH Keywords

phase-type distributionPoisson processesonline change detectionoptimal stopping problems in several dimensions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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