Optimal alarm systems for count processes
In many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing...
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/4430 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/4430 |