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Title: Testing a homogeneity of stochastic processes (English)
Author: Antoch, Jaromír
Author: Jarušková, Daniela
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 4
Year: 2007
Pages: 415-430
Summary lang: English
Category: math
Summary: The paper concentrates on modeling the data that can be described by a homogeneous or non-homogeneous Poisson process. The goal is to decide whether the intensity of the process is constant or not. In technical practice, e.g., it means to decide whether the reliability of the system remains the same or if it is improving or deteriorating. We assume two situations. First, when only the counts of events are known and, second, when the times between the events are available. Several statistical tests for a detection of a change in an intensity of the Poisson process are described and illustrated by an example. We cover both the case when the time of the change is assumed to be known or unknown. (English)
Keyword: homogeneous and non-homogeneous Poisson process
Keyword: counting process
Keyword: change point detection
MSC: 60K99
MSC: 62E20
MSC: 62F03
MSC: 62M07
idZBL: Zbl 1135.62066
idMR: MR2377920
Date available: 2009-09-24T20:25:05Z
Last updated: 2012-06-06
Stable URL:
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