Detecting changes in a multivariate renewal process

DOI10.1007/BF02717162zbMATH Open0881.62087MaRDI QIDQ1362836FDOQ1362836

Vera R. Eastwood, J. G. Steinebach

Publication date: 7 August 1997

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186269

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

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07) Renewal theory (60K05)

Cites Work

• The maximum likelihood method for testing changes in the parameters of normal observations
• On extreme value asymptotics for increments of renewal processes
• Asymptotic distributions of pontograms
• Alignments in two-dimensional random sets of points
• Title not available (Why is that?)
• On extremal theory for stationary processes
• Invariance principles for changepoint problems
• Some recent developments concerning asymptotic distributions of pontograms
• An invariance principle in k-dimensional extended renewal theory
• Extreme value asymptotics for multivariate renewal processes
• Variance Estimation Based on Invariance Principles

Cited In (2)

• Detecting changes in probabilities of a multi—component process
• On extreme value asymptotics for increments of renewal processes

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