Monitoring a Poisson process subject to gradual changes in the arrival rates
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Publication:5197972
DOI10.1080/07474946.2019.1648923zbMath1431.62336OpenAlexW2975615971WikidataQ127219498 ScholiaQ127219498MaRDI QIDQ5197972
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
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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- 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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