Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown

DOI10.1080/07474946.2018.1466538zbMath1403.62147OpenAlexW2895379367WikidataQ129164048 ScholiaQ129164048MaRDI QIDQ4689946

Marlo Brown

Publication date: 22 October 2018

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

Full work available at URL: https://doi.org/10.1080/07474946.2018.1466538

zbMATH Keywords

dynamic programmingriskPoisson processeschange-point detectionBayesian stopping rulesunknown arrivals

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• 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
• Detecting changes in a Poisson process monitored at random time intervals
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• Quickest Detection
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• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• CONTINUOUS INSPECTION SCHEMES

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