RT Generic
T1 Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process
A1 Galeano, Pedro
AB This paper studies the problem of multiple changepoints in rate parameter of a Poisson process. We propose a binary segmentation algorithm in conjunction with a cumulative sums statistic for detection of changepoints such that in each step we need only to test the  presence of a simple changepoint. We derive the asymptotic distribution of the proposed statistic, prove its consistency and obtain the limiting distribution of the estimate of the changepoint. A Monte Carlo analysis shows the good performance of the proposed procedure, which is illustrated with a real data example.
YR 2004
FD 2004-12
LK https://hdl.handle.net/10016/219
UL https://hdl.handle.net/10016/219
LA eng
LA eng
DS e-Archivo
RD 27 jul. 2024