A log-linear model for a Poisson process change point

DOI10.1214/aos/1176348774zbMath0781.62136OpenAlexW2060219001MaRDI QIDQ1206712

Clive R. Loader

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348774

zbMATH Keywords

boundary crossingconfidence regionslikelihood ratio testsnonhomogeneous Poisson processeslog-linear modelsnon-nested hypothesischange point modelspower approximations

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Large deviations (60F10) Non-Markovian processes: hypothesis testing (62M07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes: hypothesis testing (62M02)

Related Items (8)

Detecting abrupt changes in the spectra of high-energy astrophysical sources ⋮ Continuous-time estimation of A change-point in a poisson process ⋮ Nonparametric estimation in a two change-point model ⋮ Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund ⋮ Hybrid regions for post-change mean in a sequence of normal variables ⋮ Quasi-hidden Markov model and its applications in change-point problems ⋮ Change-point problems: bibliography and review ⋮ Inference for single and multiple change-points in time series

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