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

DOI10.1016/J.SPL.2008.03.005MaRDI QIDQ952847zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1795857 (Why is no real title available?)
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Detection of intrusions in information systems by sequential change-point methods
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Inference about the change-point in a sequence of binomial variables
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

Cited in

(7)

• 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
• Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
• 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

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