Asymptotic inference for a change-point Poisson process

DOI10.1214/AOS/1176350178MaRDI QIDQ1105307zbMATH OpenOpenAlexFDO

Authors 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

confidence intervalsimulationconsistent 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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• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• On multiple change-point estimation for Poisson process
• Convergence of Monte Carlo distribution estimates from rival samplers
• Statistical methods for DNA sequence segmentation
• Continuous-time estimation of A change-point in a poisson process
• Hybrid regions for post-change mean in a sequence of normal variables
• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
• Inferring extinction in a declining population
• Spatio-temporal change-point modeling
• Piecewise exponential survival curves with smooth transitions
• Bayesian variable window scan statistics
• On a Poissonian change-point model with variable jump size
• Filtering and change point estimation for hidden Markov-modulated Poisson processes
• A proportional hazards regression model with change-points in the baseline function
• Graphically based interval estimation for the change-point
• The change point test of Poisson process based on U-type statistics
• Test for a change point in Poisson process with applications to the British coal mining disasters and the air traffic flow data set
• ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL
• Change-point mle in the rate of exponential sequences with application to Indonesian seismological data
• Quasi-hidden Markov model and its applications in change-point problems
• A sequential procedure for monitoring the mean of a shot noise process
• Detecting abrupt changes in the spectra of high-energy astrophysical sources
• Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
• Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
• A log-linear model for a Poisson process change point
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Bayesian analysis of a change-point in exponential families with applications.
• Critical values and \(p\) values of Bessel process distributions: computation and application to structural break tests
• On hypothesis tests in misspecified change-point problems for a Poisson process

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