Asymptotic inference for a change-point Poisson process
Easily implemented asymptotic off-line procedures for the change-point Poisson process with \(\lambda\) (t), the intensity at time t, equal to \(\lambda_ 1\) if \(t\leq \tau\) and to \(\lambda_ 2\) if \(t>\tau\), are developed. They may also be applied to a problem of estimation of the location of a discontinuity in density discussed by \textit{H. Chernoff} and \textit{H. Rubin}, Proc. 3rd Berkeley Sympos. Math. Stat. Probab. 1, 19-37 (1956; Zbl 0072.363). A test for change is noted, a test of the hypothesis that \(\tau =\tau_ 0\) is proposed, and point and interval estimates of \(\tau\), \(\lambda_ 1\), and \(\lambda_ 2\) are provided. The small-sample performance of the proposed procedures is studied using simulation, and an example is given.
- Continuous-time estimation of A change-point in a poisson process
- On multiple change-point estimation for Poisson process
- Misspecified change-point estimation problem for a Poisson process
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- The change point test of Poisson process based on U-type statistics
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
- Bayesian analysis of a change-point in exponential families with applications.
- A log-linear model for a Poisson process change point
- Inferring extinction in a declining population
- Piecewise exponential survival curves with smooth transitions
- Graphically based interval estimation for the change-point
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Spatio-temporal change-point modeling
- Filtering and change point estimation for hidden Markov-modulated Poisson processes
- On a Poissonian change-point model with variable jump size
- Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
- Hybrid regions for post-change mean in a sequence of normal variables
- Detecting abrupt changes in the spectra of high-energy astrophysical sources
- Convergence of Monte Carlo distribution estimates from rival samplers
- Test for a change point in Poisson process with applications to the British coal mining disasters and the air traffic flow data set
- Continuous-time estimation of A change-point in a poisson process
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- 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
- On multiple change-point estimation for Poisson process
- A sequential procedure for monitoring the mean of a shot noise process
- ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL
- The change point test of Poisson process based on U-type statistics
- Quasi-hidden Markov model and its applications in change-point problems
- Statistical methods for DNA sequence segmentation
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Change-point mle in the rate of exponential sequences with application to Indonesian seismological data
- A proportional hazards regression model with change-points in the baseline function
- Bayesian variable window scan statistics
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
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