On disorder problem with point processes

MaRDI QIDQ1083758zbMATH OpenFDO

Authors Minoru W. Yoshida

Publication date 1986

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

detecting a change in distribution for point processesdisorder problemmonotone stopping problemsoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

Recommendations

• On the Disorder Problem for Random Fields
• scientific article; zbMATH DE number 4157738
• Disorder problem for Poisson process in generalized Bayesian setting
• Disorder problem for a Poisson process in the generalized Bayesian setting
• On the disorder problem for a negative binomial process
• On certain problems involving order statistics: A unified approach through order statistics property of point processes
• scientific article; zbMATH DE number 910011
• The standard Poisson disorder problem revisited
• The disorder problem for compound Poisson processes with exponential jumps

Cited in

(8)

• The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria
• Disorder indicator for nonstationary stochastic processes
• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
• The change-point problem for continuous martingales
• scientific article; zbMATH DE number 940800 (Why is no real title available?)
• Discord Detection For A Process With A Predefined Interval Of Observations
• On a Formulation of the Multiple"Disorder" Problem
• What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes

This page was built for publication: On disorder problem with point processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1083758)