Optimal detection of a change-set in a spatial Poisson process
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Publication:968778
DOI10.1214/09-AAP629zbMath1213.62130arXiv1009.5748MaRDI QIDQ968778
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
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
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- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- An Introduction to the Theory of Point Processes
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