Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
DOI10.1080/03610910902936257zbMATH Open1175.62087OpenAlexW1973548050MaRDI QIDQ3645002FDOQ3645002
Authors: Marlo Brown 
Publication date: 16 November 2009
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910902936257
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change-point detectiondynamic programmingPoisson processesriskBayesian stopping rulesuneven time intervals
Bayesian inference (62F15) Applications of mathematical programming (90C90) Dynamic programming (90C39) Optimal stopping in statistics (62L15)
Cites Work
- Procedures for Reacting to a Change in Distribution
- CONTINUOUS INSPECTION SCHEMES
- Optimal detection of a change in distribution
- On Optimum Methods in Quickest Detection Problems
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- A Bayes Approach to a Quality Control Model
- Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
- Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
- A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
- A dynamic sampling approach for detecting a change in distribution
Cited In (10)
- Monitoring a Poisson process in several categories subject to changes in the arrival rates
- Early detection of a change in Poisson rate after accounting for population size effects
- Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
- Detecting changes in a Poisson process monitored at random time intervals
- Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown
- Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
- Monitoring a Poisson process subject to gradual changes in the arrival rates
- Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
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