Drift change point estimation in autocorrelated poisson count processes using MLE approach

被引:0
|
作者
Ashuri, A. [1 ]
Amiri, A. [1 ]
机构
[1] Industrial Engineering Department, Faculty of Engineering, Shahed University, Tehran, Iran
关键词
D O I
暂无
中图分类号
学科分类号
摘要
29
引用
收藏
页码:1056 / 1063
相关论文
共 50 条
  • [41] Step change point estimation of the first-order autoregressive autocorrelated simple linear profiles
    Kazemzadeh, R. Baradaran
    Amiri, A.
    Mirbeik, H.
    SCIENTIA IRANICA, 2016, 23 (06) : 2995 - 3008
  • [42] Continuous-time estimation of a change-point in a Poisson process
    West, RW
    Ogden, RT
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1997, 56 (04) : 293 - 302
  • [43] Estimation of the intensity function of an inhomogeneous Poisson process with a change-point
    Ng, Tin Lok J.
    Murphy, Thomas B.
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2019, 47 (04): : 604 - 618
  • [44] Nonparametric estimation of nonhomogeneous poisson processes using wavelets
    Kuhl, ME
    Bhairgond, PS
    PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2000, : 562 - 571
  • [45] Change Point Estimation of Multivariate Linear Profiles Under Linear Drift
    Kazemzadeh, Reza Baradaran
    Noorossana, Rassoul
    Ayoubi, Mona
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2015, 44 (06) : 1570 - 1599
  • [46] Inferring extinction date of a species using non-homogeneous Poisson processes with a change-point
    Kodikara, Saritha
    Demirhan, Haydar
    Wang, Yan
    Stone, Lewi
    METHODS IN ECOLOGY AND EVOLUTION, 2021, 12 (03): : 530 - 538
  • [47] Sequential common change detection, isolation, and estimation in multiple poisson processes
    Wu, Yanhong
    Wu, Wei Biao
    SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2022, 41 (02): : 176 - 197
  • [48] Estimation of change-point for a class of count time series models
    Cui, Yunwei
    Wu, Rongning
    Zheng, Qi
    SCANDINAVIAN JOURNAL OF STATISTICS, 2021, 48 (04) : 1277 - 1313
  • [49] Change Point Estimation of Location Parameter in Multistage Processes
    Niaki, Seyed Taghi Akhavan
    Davoodi, Mehdi
    Torkamani, Elnaz Asghari
    WORLD CONGRESS ON ENGINEERING, WCE 2011, VOL I, 2011, : 622 - 626
  • [50] Estimation of change point for switching fractional diffusion processes
    Mishra, M. N.
    Rao, B. L. S. Prakasa
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2014, 86 (03) : 429 - 449