Change point models and conditionally pure birth processes; an inequality on the stochastic intensity

Emilio De Santis; Fabio Spizzichino

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Change point models and conditionally pure birth processes; an inequality on the stochastic intensity

Emilio De Santis·Fabio Spizzichino

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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.

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Emilio De Santis, Fabio Spizzichino. 2004-02-09. Change point models and conditionally pure birth processes; an inequality on the stochastic intensity. https://arxiv.org/abs/math/0402137

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