Bayesian parameter estimation of Poisson process model with single change-point

MaRDI QIDQ3131710zbMATH OpenFDO

Authors Chaobing He

Publication date 29 January 2018

zbMATH Keywords

additivitychange-pointfull conditional distributionMCMC methodPoisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian inference (62F15)

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Cited in

(11)

• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
• A log-linear model for a Poisson process change point
• Poisson process with periodic single change point and Bayesian estimation of parameters
• Bayes estimation of parametric change-point of Erlang distribution
• Continuous-time estimation of A change-point in a poisson process
• On multiple change-point estimation for Poisson process
• The research on change-point estimation of single parameter Pareto distribution
• Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia
• Bayes estimations of parameters of Poisson distribution with single change point for random censoring test model with incomplete information
• scientific article; zbMATH DE number 6746781 (Why is no real title available?)
• Bayesian Single Changepoint Estimation in a Parameter‐driven Model

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