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Volumn 43, Issue 4, 2007, Pages 415-430

Testing a homogeneity of stochastic processes

Author keywords

Change point detection; Counting process; Homogeneous and non homogeneous Poisson process

Indexed keywords


EID: 38349154640     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper
Times cited : (11)

References (18)
  • 1
    • 0042603659 scopus 로고    scopus 로고
    • Estimators of changes
    • Nonparametrics, Asymptotics an Time, S. Ghosh, ed, M. Dekker, New York
    • J. Antoch and M. Hušková: Estimators of changes. In: Nonparametrics, Asymptotics an Time Series (S. Ghosh, ed.), M. Dekker, New York 1998, pp. 533-578.
    • (1998) Series , pp. 533-578
    • Antoch, J.1    Hušková, M.2
  • 4
    • 0000804982 scopus 로고
    • Estimating the current mean of normal distribution which is subjected to changes in time
    • H. Chernoff and S. Zacks: Estimating the current mean of normal distribution which is subjected to changes in time. Ann. Math. Statist. 35 (1964), 999-1018.
    • (1964) Ann. Math. Statist , vol.35 , pp. 999-1018
    • Chernoff, H.1    Zacks, S.2
  • 8
    • 38249037559 scopus 로고
    • The likelihood ratio test for the change point problem for exponentially distributed random variables
    • P. Haccou, E. Meelis, and S. van de Geer: The likelihood ratio test for the change point problem for exponentially distributed random variables. Stochastic Process. Appl. 27 (1988), 121-139.
    • (1988) Stochastic Process. Appl , vol.27 , pp. 121-139
    • Haccou, P.1    Meelis, E.2    van de Geer, S.3
  • 10
    • 0000867079 scopus 로고
    • Test procedures for possible changes in parameters of statistical distributions occurring at unknown time points
    • Z. Kander and S. Zacks: Test procedures for possible changes in parameters of statistical distributions occurring at unknown time points. Ann. Math. Statist. 37 (1966), 1196-1210.
    • (1966) Ann. Math. Statist , vol.37 , pp. 1196-1210
    • Kander, Z.1    Zacks, S.2
  • 11
    • 0001581140 scopus 로고
    • K-sample analogues of the Kolmogorov-Smirnov's and Cramér-von Mises tests
    • J. Kiefer: K-sample analogues of the Kolmogorov-Smirnov's and Cramér-von Mises tests. Ann. Math. Statist. 30 (1960), 420-447.
    • (1960) Ann. Math. Statist , vol.30 , pp. 420-447
    • Kiefer, J.1
  • 15
    • 38349180602 scopus 로고    scopus 로고
    • J. T. Kvaløy and B. H. Lindqvist: A class of test for renewal process versus monotonic and nonmonotonic trend in repairable systems data. In: Mathematical and Statistical Methods in Reliability (B. Lindqvist and K. Doksum, eds.), Series on Quality, Reliability and Engineering Statistics, 7, 2003, pp. 401-414.
    • J. T. Kvaløy and B. H. Lindqvist: A class of test for renewal process versus monotonic and nonmonotonic trend in repairable systems data. In: Mathematical and Statistical Methods in Reliability (B. Lindqvist and K. Doksum, eds.), Series on Quality, Reliability and Engineering Statistics, vol. 7, 2003, pp. 401-414.
  • 16
    • 38349104907 scopus 로고
    • Natural Catastrophes and Major Losef in 1995. Sigma Publ
    • Sigma: Natural Catastrophes and Major Losef in 1995. Sigma Publ. 2 (1995).
    • (1995) , vol.2
    • Sigma1
  • 17
    • 0000431901 scopus 로고
    • On extreme value asymptotics for increments of renewal processes
    • J. Steinebach. and V.R. Eastwood: On extreme value asymptotics for increments of renewal processes. J. Statist. Plann. Inference 44 (1995).
    • (1995) J. Statist. Plann. Inference , vol.44
    • Steinebach, J.1    Eastwood, V.R.2
  • 18
    • 0030077796 scopus 로고    scopus 로고
    • Extreme value asymptotics for multivariate renewal processes
    • J. Steinebach and V. R. Eastwood: Extreme value asymptotics for multivariate renewal processes. J. Multivariate Anal. 56 (1996), 284-302.
    • (1996) J. Multivariate Anal , vol.56 , pp. 284-302
    • Steinebach, J.1    Eastwood, V.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.