The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process

Computational Statistics and Data Analysis

Volumn 51, Issue 12, 2007, Pages 6151-6165

  Galeano, Pedro ^a  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

Author keywords

Binary segmentation procedure; Changepoints; Cumulative sum statistic; Kolmogorov statistics; Poisson processes

Indexed keywords

ALGORITHMS; ASYMPTOTIC ANALYSIS; MONTE CARLO METHODS; PARAMETER ESTIMATION;

BINARY SEGMENTATION PROCEDURE; CHANGEPOINTS; CUMULATIVE SUM STATISTIC; KOLMOGOROV STATISTICS;

POISSON DISTRIBUTION;

EID: 34547159346     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.12.042     Document Type: Article

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