Monitoring a Poisson process in several categories subject to changes in the arrival rates

DOI10.1016/J.SPL.2008.03.005zbMath1147.62318OpenAlexW2056027370MaRDI QIDQ952847

Marlo Brown

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.005

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Optimal stopping in statistics (62L15)

Related Items (5)

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 ⋮ Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown ⋮ Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown ⋮ Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown

Cites Work

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• Detection of intrusions in information systems by sequential change-point methods
• 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
• 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
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of binomial variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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