The Annals of statistics, 1992-09, Vol.20 (3), p.1391-1411
1992
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Details
- Autor(en) / Beteiligte
- Titel
- A Log-Linear Model for a Poisson Process Change Point
- Ist Teil von
- The Annals of statistics, 1992-09, Vol.20 (3), p.1391-1411
- Ort / Verlag
- Hayward, CA: Institute of Mathematical Statistics
- Erscheinungsjahr
- 1992
- Quelle
- Free E-Journal (出版社公開部分のみ）
- Beschreibungen/Notizen
- 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 which standard asymptotic theory is not valid. Large deviation methods are applied to approximate the significance level, and power approximations are given. Confidence regions for the change point and other parameters in the model are also derived. A British coal mining accident data set is used to illustrate the methodology.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0090-5364eISSN: 2168-8966DOI: 10.1214/aos/1176348774Titel-ID: cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1176348774
- Format
- –
- 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