A1394
Title: Changing intensities
Authors: Marie Huskova - Charles University (Czech Republic)
Michal Pesta - Charles University (Czech Republic) [presenting]
Abstract: The focus is on situations such that some phenomena can cause several related events, and each event contributes to a different univariate counting process. A collection of these naturally dependent point processes, therefore, forms a flexible multivariate counting process, where neither stationarity nor independence of interarrival times of the marginal processes are assumed. The main aim is to detect a structural break of the event's occurrences over time, which means to test whether some (not necessarily all) intensities of the univariate counting processes are subject to change at some unknown time point.
