Monitoring a Poisson process in several categories subject to changes in the arrival rates

DOI10.1016/J.SPL.2008.03.005zbMATH Open1147.62318OpenAlexW2056027370MaRDI QIDQ952847FDOQ952847

Authors: Marlo Brown 

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.005

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Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Optimal stopping in statistics (62L15)

Cites Work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of binomial variables
• Detection of intrusions in information systems by sequential change-point methods
• Title not available (Why is that?)
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes

Cited In (7)

• Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables
• DMA CHART MONITORING OF THE FIRST INTEGER-VALUED AUTOREGRESSIVE PROCESSES OF POISSON COUNTS
• Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• Detection of changes of a multinomial process where the probability structure before and after the change is unknown

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