Optimal detection of a change-set in a spatial Poisson process

DOI10.1214/09-AAP629zbMath1213.62130arXiv1009.5748MaRDI QIDQ968778

Ely Merzbach, B. Gail Ivanoff

Publication date: 6 May 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5748

zbMATH Keywords

point processlikelihood functionstopping setsequential detection problemsmooth semi-martingale

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

Related Items (6)

Unnamed Item ⋮ Optimal change point detection in Gaussian processes ⋮ Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem ⋮ Fold-up derivatives of set-valued functions and the change-set problem: a survey ⋮ Differentiation of sets -- the general case ⋮ Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A compensator characterization of point processes on topological lattices
• What is a multi-parameter renewal process?
• Predictable and dual predictable projections of two-parameter stochastic processes
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• An Introduction to the Theory of Point Processes

This page was built for publication: Optimal detection of a change-set in a spatial Poisson process