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Change-Point Problems || Limit Theorems for Fisher-Score Change Processes

✍ Scribed by Lajos Horváth and Emanuel Parzen

Book ID
124984517
Publisher
Institute of Mathematical Statistics
Year
1994
Weight
756 KB
Volume
23
Category
Article
ISSN
0749-2170

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✍ Ali S. Dabye; Christian Farinetto; Yury A. Kutoyants 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 164 KB

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) ¡ h(