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

Journal of Statistical Computation and Simulation

Volumn 56, Issue 4, 1997, Pages 293-302

  West, R Webster ^a   Ogden, R Todd ^a  

^a UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

British coal mining disaster data; Change point; Continuous time estimation; Poisson process

Indexed keywords

EID: 0031492987     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811795     Document Type: Article

References (9)

1. Akman, V. E. and Raftery, A. E. (1992) Asymptotic inference for a change-point Poisson process. The Annals of Statistics, 14, 1583-1590.
2. Henderson, R. and Matthews, J. N. S. (1993) An investigation of changepoints in the annual number of cases of haemolytic uraemic syndrome. Applied Statistics, 42, 461-471.
3. Jarrett, R. G. (1979) A note on the intervals between coal-mining disasters. Biometrika, 66, 191-193.
4. Krishnaiah, P. R. and Miao, B. Q. (1988) Review about estimation of changepoints. In P. R. Krishnaiah and C. R. Rao (Eds.). Handbook of Statistics, 7, pp. 375-402. Elsevier, Amsterdam.
5. Loader, C. R. (1992) A log-linear model for a Poisson process change point. The Annals of Statistics, 20, 1391-1411.
6. Maguire, B. A., Pearson, E. S. and Wynn, A. H. A. (1952) The time intervals between industrial accidents. Biometrika, 38, 168-180.
7. Raftery, A. E. and Akman, V. E. (1986) Bayesian analysis of a Poisson process with a change point. Biometrika, 73, 85-89.
8. West, R. W., Ogden, R. T. and Rossini, A. J. (1995) The GASP Initiative: Interactive statistics via the world wide web. Technical report 187, University of South Carolina Department of Statistics, Columbia SC 29208.
9. Worsley, K. J. (1986) Confidence regions and tests for a change-point in a sequence of exponential family random variables. Biometrika, 73, 91-104.