Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown
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Publication:5495768
DOI10.1080/07474946.2014.916935zbMath1319.62183OpenAlexW1986031250MaRDI QIDQ5495768
Publication date: 7 August 2014
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2014.916935
Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
- Change-point detection in multinomial data using phi-divergence test statistics
- Monitoring a Poisson process in several categories subject to changes in the arrival rates
- 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
- Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown
- Changepoints in the North Atlantic Tropical Cyclone Record
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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