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Bayesian methods for change-point detection in long-range dependent processes

✍ Scribed by Bonnie K. Ray; Ruey S. Tsay

Book ID
108549513
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
430 KB
Volume
23
Category
Article
ISSN
0143-9782

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Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) Β‘ h(