Change point models and conditionally pure birth processes; an inequality on the stochastic intensity
Probability
2007-05-23 v1
Abstract
We analyze several aspects of a class of simple counting processes, that can emerge in some fields of applications where the presence of a change-point occurs. Under simple conditions we, in particular, prove a significant inequality for the stochastic intensity.
Keywords
Cite
@article{arxiv.math/0402137,
title = {Change point models and conditionally pure birth processes; an inequality on the stochastic intensity},
author = {Emilio De Santis and Fabio Spizzichino},
journal= {arXiv preprint arXiv:math/0402137},
year = {2007}
}
Comments
15 pages