Detecting changes in a multivariate renewal process
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Recommendations
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- 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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