Detecting changes in a multivariate renewal process
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Recommendations
- Multi-scale detection of variance changes in renewal processes in the presence of rate change points
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- Detecting changes in probabilities of a multi—component process
- Detection of changes in the properties of time-varying random processes
- Détection de ruptures multiples dans la moyenne d'un processus aléatoire
- Detecting change-points in multidimensional stochastic processes
- Multivariate dependent renewal processes
- Detection of changes of a multinomial process where the probability structure before and after the change is unknown
Cites work
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- Alignments in two-dimensional random sets of points
- An invariance principle in k-dimensional extended renewal theory
- Asymptotic distributions of pontograms
- Extreme value asymptotics for multivariate renewal processes
- Invariance principles for changepoint problems
- On extremal theory for stationary processes
- On extreme value asymptotics for increments of renewal processes
- Some recent developments concerning asymptotic distributions of pontograms
- The maximum likelihood method for testing changes in the parameters of normal observations
- Variance Estimation Based on Invariance Principles
Cited in
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