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

被引：3

作者：

West, RW

Ogden, RT

机构：

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1997年 / 56卷 / 04期

关键词：

British coal mining disaster data; change-point; continuous-time estimation; Poisson process;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A maximum likelihood point estimate and a Bayesian-based interval estimator are derived for a change-point, tau epsilon 5E(0, T), in a Poisson process. The procedures are evaluated 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 http://www.stat.sc.edu/rsrch/gasp/.

引用

页码：293 / 302

页数：10

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