Monitoring a Poisson process subject to gradual changes in the arrival rates

DOI10.1080/07474946.2019.1648923zbMath1431.62336OpenAlexW2975615971WikidataQ127219498 ScholiaQ127219498MaRDI QIDQ5197972

Marlo Brown

Publication date: 2 October 2019

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

Full work available at URL: https://doi.org/10.1080/07474946.2019.1648923

zbMATH Keywords

dynamic programmingPoisson processeschange-point detectionBayesian stopping rulesgradual changes

Mathematics Subject Classification ID

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

Related Items (2)

Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables ⋮ Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown

Cites Work

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• A Bayesian approach to inference about a change-point in a sequence of random variables
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• CONTINUOUS INSPECTION SCHEMES

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