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

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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.
15 pages

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Probability, 60G55; 60J27; 60K10

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http://salesiana.dossiersoluciones.com/handle/123456789/70106

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0402137
 http://arxiv.org/abs/math/0402137

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arXiv