A sequential procedure for monitoring the mean of a shot noise process

DOI10.1080/07474948908836179zbMATH Open0682.62049OpenAlexW2062622051WikidataQ126243430 ScholiaQ126243430MaRDI QIDQ4731997FDOQ4731997

Authors: Tailen Hsing, Doyle L. Hawkins 

Publication date: 1989

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948908836179

Recommendations

• Asymptotic inference for a change-point Poisson process
• Sequential detection of a change in a normal mean when the initial value is unknown
• Detecting changes in a Poisson process monitored at random time intervals
• scientific article; zbMATH DE number 679932
• Sequential change-point detection in Poisson autoregressive models

zbMATH Keywords

intensity functionMonte Carlo studyPoisson processasymptotic behaviourinvariance principleimpulse response functionshot noise processsequential detection proceduresdetection of the unknown change point

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Sequential statistical methods (62L99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The definition of a multi-dimensional generalization of shot noise
• Linear estimation of regression coefficients
• Sample Function Regularity of Shot Processes
• Error probability in optical fiber transmission systems

Cited In (1)

• Inference for shot noise

This page was built for publication: A sequential procedure for monitoring the mean of a shot noise process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4731997)