Article1997

Continuous-time estimation of A change-point in a poisson process

49 citations0/0 files storedJournal of Statistical Computation and Simulation

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Advanced Statistical Process Monitoring Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

A maximum likelihood point estimate and a Bayesian-based interval estimator are derived for a change-point, τϵ(O, T), in a Poisson process. The procedures areevaluated through simulation studies and application to the British coal-mining disaster data. The procedures are freely available for use over the World Wide Web at www.stat sc. edu/rsrch/gasp/.

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References

1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables 1986Bayesian Analysis of a Poisson Process with a Change-Point 198819 Review about estimation of change points

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2020A change-point detection and clustering method in the recurrent-event context 2008On-line statistical processing of radiation detector pulse trains with time-varying count rates

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