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- Title
ESTIMATION OF CHANGE POINTS IN A HOMOGENEOUS POISSON PROCESS WITH AN APPLICATION TO EARTHQUAKE DATA.
- Authors
Yigiter, Ayten; Inal, Ceyhan
- Abstract
This study consists of two main sections. Firstly, one change point problem in a homogeneous Poisson process is considered. Assume that n events are observed in the continuous time interval (0,T] and the occurrence rate λ1 switches to λ2 at an unknown change point τ(0 < t < T). Our inferences are about the estimators related with the parameters τ,λ1 and λ2 for the following three cases: λ1 , λ2 are known, λ1 is known, λ2 is unknown and λ1 , λ2 are unknown. The estimators obtained which are based on the maximum likelihood method are investigated with a simulation study, and also are applied to the British coal mining disasters data; the results are compared with the estimations in previous studies. In the second part of the study, the situation where there are multiple change points in a homogeneous Poisson process is examined. The estimations of change points are obtained for the earthquakes data set.
- Subjects
UNITED Kingdom; POISSON processes; ESTIMATION theory; HOMOGENEOUS spaces; SIMULATION methods &; models; SEISMOGRAMS
- Publication
Pakistan Journal of Statistics, 2010, Vol 26, Issue 3, p523
- ISSN
1012-9367
- Publication type
Article