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Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
7 references·9 citing·30 second hop
Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes (2004)Optimal Detection of a Change Point in a …Solving the Poisson Disorder Problem (2002)Solving the Poisson Disorder …Change-point problems (1994)Change-point problemsSemimartingales: A course on stochastic processes (1986)Semimartingales: A course on …Point Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…Semimartingales (1982)SemimartingalesPoint Processes and Queues (1981)Point Processes and QueuesOn Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…Bayesian Quickest Detection of Credit Card Fraud (2020)Bayesian Quickest Detection o…PhaseImonitoring of social network with baseline periods using poisson regression (2017)PhaseImonitoring of social ne…Optimal detection of a change-set in a spatial Poisson process (2010)Optimal detection of a change…Determining Statistical Process Control Baseline Periods in Long Historical Data Streams (2010)Determining Statistical Proce…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Monitoring a Poisson process in several categories subject to changes in the arrival rates (2008)Monitoring a Poisson process …Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown (2008)Bayesian Detection of Changes…Change‐Point Models (2007)Change‐Point ModelsA note on optimal stopping for possible change in the intensity of an ordinary Poisson process (2006)A note on optimal stopping fo…Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)CONTINUOUS INSPECTION SCHEMES (1954)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Limit Theorems for Stochastic Processes (1987)The standard Poisson disorder problem revisited (2005)Compound Poisson Disorder Problem (2006)The Wiener disorder problem with finite horizon (2006)A Control Chart for Preliminary Analysis of Individual Observations (1996)Controversies and Contradictions in Statistical Process Control (2000)A Change-Point Model for a Shift in Variance (2005)The importance of time order with Shewhart control charts (2017)Counting Your Customers: Who-Are They and What Will They Do Next? (1987)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)Practical Bayesian Optimization of Machine Learning Algorithms (2012)McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (1992)Differential Subordination and Strong Differential Subordination for Continuous-Time Martingales and Related Sharp Inequalities (1995)Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (2013)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Common breaks in means and variances for panel data (2009)Analysis of changepoint models (2011)Multiple Change-Point Detection: A Selective Overview (2016)On the Existence of Optimal Controls (1990)Path Dependent Options: The Case of Lookback Options (1991)A Stochastic Wave Equation in Two Space Dimension: Smoothness of the Law (1999)
this work references cited by second hop

References

  • 1981Point Processes and Queues1,652 cited
  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1982Semimartingales358 cited
  • 1986Semimartingales: A course on stochastic processes199 cited
  • 1994Change-point problems146 cited
  • 2002Solving the Poisson Disorder Problem116 cited

Cited by

  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2020Bayesian Quickest Detection of Credit Card Fraud19 cited
  • 2010Determining Statistical Process Control Baseline Periods in Long Historical Data Streams19 cited
  • 2006A note on optimal stopping for possible change in the intensity of an ordinary Poisson process18 cited
  • 2007Change‐Point Models11 cited
  • 2010Optimal detection of a change-set in a spatial Poisson process10 cited
  • 2008Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown10 cited
  • 2008Monitoring a Poisson process in several categories subject to changes in the arrival rates10 cited

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2017
PhaseImonitoring of social network with baseline periods using poisson regression
9 cited