ISSN:
1572-9176
Keywords:
62G05
;
62G10
;
60G10
;
Lévy random measure
;
Lévy bridge
;
Lévy broken bridge
;
compound Poisson random measure
;
change-set
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract The classical change-point problem in modern terms, i.e., the mode-change problem, is stated for sufficiently general set-indexed random processes, namely for random measures. A method is shown for solving this problem both in the general form and for the intensity of compound Poisson random measures. The results obtained are novel for the change-point problem, too.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02256724
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