Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
DOI10.1080/07474946.2021.1940504zbMATH Open1479.62065OpenAlexW3199217482MaRDI QIDQ5012707FDOQ5012707
Authors: Marlo Brown 
Publication date: 25 November 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2021.1940504
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change-point detectiondynamic programmingPoisson processesBayesian stopping rulesgradual changesunknown arrival rates
Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
- CONTINUOUS INSPECTION SCHEMES
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- A Bayesian approach to inference about a change-point in a sequence of random variables
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- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Monitoring a Poisson process subject to gradual changes in the arrival rates
- Monitoring a Poisson process in several categories subject to changes in the arrival rates
- A note on estimating the change-point of a gradually changing stochastic process
- Sequential detection of gradual changes in the location of a general stochastic process
Cited In (5)
- Monitoring a Poisson process in several categories subject to changes in the arrival rates
- Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
- Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables
- 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
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