Asymptotic inference for a change-point Poisson process

DOI10.1214/AOS/1176350178zbMath0648.62093OpenAlexW2088034527MaRDI QIDQ1105307

V. E. Akman, Adrian E. Raftery

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176350178

zbMATH Keywords

simulationconfidence intervalconsistent estimatorsmall-sample propertiesdiscontinuous densityasymptotic off-line procedureschange-point Poisson processcoal-mining disasters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

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