A Log-Linear Model for a Poisson Process Change Point

Many methods have been proposed for modelling nonhomogeneous Poisson processes, including change point models and log-linear models. In this paper, we use likelihood ratio tests to choose which of these models are necessary. Of particular interest is the test for the presence of a change point, for...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The Annals of statistics 1992-09, Vol.20 (3), p.1391-1411
1. Verfasser:	Loader, Clive R.
Format:	Artikel
Sprache:	eng
Schlagworte:	60G55 62F03 62M99 Accidents Approximation Boundary crossing change points Coal mining Exact sciences and technology Inference from stochastic processes time series analysis log-linear model Mathematics Maximum likelihood estimation Maximum likelihood estimators non-nested hypothesis Parametric models Poisson process Probability and statistics Ratio test Sciences and techniques of general use Significance level Statistics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!