68 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. Marlo Brown, “Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown”, Sequential Analysis, 40, № 3, 2021, 427  crossref
  2. Erik Ekström, Yuqiong Wang, “Multi-dimensional sequential testing and detection”, Stochastics, 94, № 5, 2022, 789  crossref
  3. Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25, № 1, 2023, 30  crossref
  4. José E. Figueroa-López, Sveinn Ólafsson, “Change-point detection for Lévy processes”, Ann. Appl. Probab., 29, № 2, 2019  crossref
  5. Marlo Brown, “Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown”, Sequential Analysis, 37, № 2, 2018, 235  crossref
  6. B. Tóth, F. Lillo, J. D. Farmer, “Segmentation algorithm for non-stationary compound Poisson processes”, Eur. Phys. J. B, 78, № 2, 2010, 235  crossref
  7. Wojciech Sarnowski, Krzysztof Szajowski, “Unspecified distributions in single disorder problem”, Appl Stoch Models Bus & Ind, 34, № 5, 2018, 700  crossref
  8. S. Cawston, L. Vostrikova, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 305  crossref
  9. Magalie Fromont, Fabrice Grela, Ronan Le Guével, “Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process”, Electron. J. Statist., 17, № 2, 2023  crossref
  10. Marlo Brown, “Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown”, Sequential Analysis, 27, № 1, 2008, 68  crossref
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