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

DOI10.1080/00949655.2022.2084617MaRDI QIDQ5879910zbMATH OpenOpenAlexFDO

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)

Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1795857 (Why is no real title available?)
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• Efficient scalable schemes for monitoring a large number of data streams
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• On false discovery control under dependence
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Optimal rates and trade-offs in multiple testing
• Quickest Detection
• Sequential common change detection, isolation, and estimation in multiple Poisson processes
• Sequential multi-sensor change-point detection
• The standard Poisson disorder problem revisited

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