Continuous-time estimation of A change-point in a poisson process

DOI10.1080/00949659708811795zbMath0872.62082OpenAlexW2020802044MaRDI QIDQ4346982

R. Webster West, Robert Todd Ogden

Publication date: 5 August 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811795

zbMATH Keywords

Poisson processchange-pointcontinuous-time estimationsimulation studiesBayesian-based interval estimatorBritish coal-mining disaster datamaximum likelihood point estimate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (10)

A non-parametric Bayesian change-point method for recurrent events ⋮ A change-point detection and clustering method in the recurrent-event context ⋮ A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers ⋮ On multiple change-point estimation for Poisson process ⋮ Parametric estimation of change-points for actual event data in recurrent events models ⋮ Hybrid regions for post-change mean in a sequence of normal variables ⋮ Exact Average Run Lengths for Monitoring Poisson Counts ⋮ Forecasting a point process with an ARIMA model ⋮ Quasi-hidden Markov model and its applications in change-point problems ⋮ Bayesian analysis for detecting a change in exponential family

Uses Software

• WebStat
• GASP

Cites Work

• Asymptotic inference for a change-point Poisson process
• A log-linear model for a Poisson process change point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome

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