Compound Poisson disorder problem with general disorder prior density

DOI10.1007/S11009-026-10278-7MaRDI QIDQ7254748zbMATH OpenFDO

Authors Deniz Sahin, Savas Dayanik, Semih Onur Sezer

Publication date 28 May 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11009-026-10278-7

zbMATH Keywords

Bayesian sequential change detectioncompound Poisson processesoptimal stopping

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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