Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity
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Published:2004-12
Issue:04
Volume:41
Page:939-952
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ISSN:0021-9002
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Container-title:Journal of Applied Probability
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language:en
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Short-container-title:J. Appl. Probab.
Author:
De Santis Emilio,Spizzichino Fabio
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability