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) ยก h(
โฆ LIBER โฆ
Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
โ Scribed by Tina Herberts; Uwe Jensen
- Book ID
- 111008711
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 329 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0303-6898
No coin nor oath required. For personal study only.
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