On the mode-change problem for random measures |
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Authors: | Ts Hahubia R Mnatsakanov |
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Institution: | (1) A. Razmadze Mathematical Institute, Georgian Academy of Sciences, 1, M. Alexidze St., 380093 Tbilisi, Republic of Georgia |
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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. |
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Keywords: | 62G05 62G10 60G10 |
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