On the Mode-change Problem for Random Measures
نویسنده
چکیده
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.
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تاریخ انتشار 1996