On multiple change-point estimation for Poisson process

DOI10.1080/03610926.2017.1317810MaRDI QIDQ4639111zbMATH OpenOpenAlexFDO

Authors Oleg V. Chernoyarov, A. Top, Yu. A. Kutoyants

Publication date 2 May 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1317810

zbMATH Keywords

Bayesian estimatorchange-pointinhomogeneous Poisson processlikelihood ratio processmaximum-likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

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• Continuous-time estimation of A change-point in a poisson process
• Detection and estimation of instant of change of intensity of Poisson flow
• Detection estimation and modulation theory. Part I. Detection, estimation, and filtering theory
• Detection of abrupt changes: theory and application
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• On Optimum Methods in Quickest Detection Problems
• Optimal Stopping Rules
• Statistical inference for spatial Poisson processes
• The limiting log-likelihood process for discontinuous density families

Cited in

(20)

• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
• Asymptotic inference for a change-point Poisson process
• A log-linear model for a Poisson process change point
• Method of moments estimators and multi-step MLE for Poisson processes
• On Bayesian estimators in misspecified change-point problems for Poisson process
• Poisson source localization on the plane: change-point case
• On smooth change-point location estimation for Poisson processes
• Filtering and change point estimation for hidden Markov-modulated Poisson processes
• On a Poissonian change-point model with variable jump size
• Poisson process with periodic single change point and Bayesian estimation of parameters
• Bayesian parameter estimation of Poisson process model with single change-point
• Misspecified change-point estimation problem for a Poisson process
• Continuous-time estimation of A change-point in a poisson process
• Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
• On hypothesis tests in misspecified change-point problems for a Poisson process
• Estimation of the intensity function of an inhomogeneous Poisson process with a change-point
• scientific article; zbMATH DE number 3894311 (Why is no real title available?)
• On Bayesian estimation in change-point problems for Poisson source localization on the plane in non standard situation
• A MOSUM procedure for the estimation of multiple random change points
• Monitoring a Poisson process in several categories subject to changes in the arrival rates

Describes a project that uses

Uses Software

• GASP

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