Detecting changes in a Poisson process monitored at random time intervals

DOI10.1080/07474946.2016.1206381MaRDI QIDQ2830723zbMATH OpenOpenAlexFDO

Authors Marlo Brown

Publication date 28 October 2016

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2016.1206381

zbMATH Keywords

Bayesian stopping ruleschange-point detectiondynamic programmingPoisson processesrandomized processesrisk

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function
• Wiener disorder problem with observations at fixed discrete time epochs

Cited in

(14)

• Early detection of a change in Poisson rate after accounting for population size effects
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution
• Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown
• A sequential procedure for monitoring the mean of a shot noise process
• Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• DMA CHART MONITORING OF THE FIRST INTEGER-VALUED AUTOREGRESSIVE PROCESSES OF POISSON COUNTS
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• Compound Poisson disorder problem with uniformly distributed disorder time
• Compound Poisson disorder problem with general disorder prior density
• Monitoring a Poisson process in several categories subject to changes in the arrival rates

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