On modeling change points in non-homogeneous Poisson processes

DOI10.1007/S11203-005-6100-YzbMath1089.62119OpenAlexW2030764851MaRDI QIDQ2492809

Fabrizio Ruggeri, Siva Sivaganesan

Publication date: 14 June 2006

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-005-6100-y

zbMATH Keywords

change pointspower law processMarkov-chain Monte Carlo methods

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40) Reliability and life testing (62N05)

Related Items (7)

A non-parametric Bayesian change-point method for recurrent events ⋮ Bayesian Analysis of Stochastic Processes in Reliability ⋮ Operator-based intensity functions for the nonhomogeneous Poisson process ⋮ A change-point detection and clustering method in the recurrent-event context ⋮ Bayesian change-points detection assuming a power law process in the recurrent-event context ⋮ Change Point Detection in The Skew-Normal Model Parameters ⋮ On a new class of multivariate prior distributions: theory and application in reliability

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Bayesian inference for the power law process
• Confidence Interval Procedures for the Weibull Process with Applications to Reliability Growth
• Inference and Predictions from Poisson Point Processes Incorporating Expert Knowledge
• Bayesian reliability analysis of complex repairable systems

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