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Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics

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  • Camilo Rivera
  • Guenther Walther

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  • Camilo Rivera & Guenther Walther, 2013. "Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 752-769, December.
  • Handle: RePEc:bla:scjsta:v:40:y:2013:i:4:p:752-769
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    File URL: http://hdl.handle.net/10.1111/sjos.12027
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    References listed on IDEAS

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    1. Neill, Daniel B., 2009. "Expectation-based scan statistics for monitoring spatial time series data," International Journal of Forecasting, Elsevier, vol. 25(3), pages 498-517, July.
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    Cited by:

    1. S Kovács & P Bühlmann & H Li & A Munk, 2023. "Seeded binary segmentation: a general methodology for fast and optimal changepoint detection," Biometrika, Biometrika Trust, vol. 110(1), pages 249-256.
    2. Florian Pein & Hannes Sieling & Axel Munk, 2017. "Heterogeneous change point inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1207-1227, September.
    3. Guenther Walther & Andrew Perry, 2022. "Calibrating the scan statistic: Finite sample performance versus asymptotics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1608-1639, November.

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