We analyse several aspects of a class of simple counting processes that can emerge in some fields of applications where a change point occurs. In particular, under simple conditions we prove a significant inequality for the stochastic intensity.
Change point models and conditionally pure birth processes: an inequality on the stochastic intensity / DE SANTIS, Emilio; Spizzichino, Fabio. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - STAMPA. - 41:(2004), pp. 939-952. [10.1239/jap/1101840541]
Change point models and conditionally pure birth processes: an inequality on the stochastic intensity.
DE SANTIS, Emilio;SPIZZICHINO, Fabio
2004
Abstract
We analyse several aspects of a class of simple counting processes that can emerge in some fields of applications where a change point occurs. In particular, under simple conditions we prove a significant inequality for the stochastic intensity.File allegati a questo prodotto
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