Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes

DOI10.1080/00949655.2022.2084617OpenAlexW4281675487MaRDI QIDQ5879910FDOQ5879910

Authors:

Publication date: 7 March 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2084617

zbMATH Keywords

average run lengthCUSUM processShiryayev-Roberts processFDR and FNRcommon change-point detection

Mathematics Subject Classification ID

Statistics (62-XX) Sequential statistical analysis (62L10)

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• Sequential common change detection, isolation, and estimation in multiple Poisson processes

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