On multiple change-point estimation for Poisson process

DOI10.1080/03610926.2017.1317810zbMath1390.62165OpenAlexW2605851857MaRDI QIDQ4639111

A. Top, Oleg V. Chernoyarov, Yury A. Kutoyants

Publication date: 2 May 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1317810

zbMATH Keywords

maximum-likelihood estimatorinhomogeneous Poisson processchange-pointBayesian estimatorlikelihood ratio process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Poisson source localization on the plane: change-point case

Uses Software

• GASP

Cites Work

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• Optimal Stopping Rules
• On Optimum Methods in Quickest Detection Problems