Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown

DOI10.1080/07474946.2021.1940504zbMath1479.62065OpenAlexW3199217482MaRDI QIDQ5012707

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

zbMATH Keywords

dynamic programmingPoisson processeschange-point detectionBayesian stopping rulesgradual changesunknown arrival rates

Mathematics Subject Classification ID

Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

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Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables

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