Continuous-time estimation of A change-point in a poisson process

A maximum likelihood point estimate and a Bayesian-based interval estimator are derived for a change-point, τϵ(O, T), in a Poisson process. The procedures areevaluated through simulation studies and application to the British coal-mining disaster data. The procedures are freely available for use over the World Wide Web at www.stat sc. edu/rsrch/gasp/.