Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737): Difference between revisions
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17 November 2023
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| Property / publication date: 17 November 2023 / rank | |||||||||||||||
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| Property / author: Daren Wang / rank | |||||||||||||||
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| Property / author: Yi Yu / rank | |||||||||||||||
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| Property / author: Rebecca Willett / rank | |||||||||||||||
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| Property / DOI: 10.5705/ss.202021.0221 / rank | |||||||||||||||
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Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (English) | |||||||||||||||
| Property / title: Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (English) / rank | |||||||||||||||
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| Property / published in: Statistica Sinica / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/2006.03572 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62-XX / rank | |||||||||||||||
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| Property / zbMATH DE Number: 7767623 / rank | |||||||||||||||
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high-dimensional statistics | |||||||||||||||
| Property / zbMATH Keywords: high-dimensional statistics / rank | |||||||||||||||
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penalized dynamic programming | |||||||||||||||
| Property / zbMATH Keywords: penalized dynamic programming / rank | |||||||||||||||
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piecewise stationarity | |||||||||||||||
| Property / zbMATH Keywords: piecewise stationarity / rank | |||||||||||||||
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self-exciting Poisson process | |||||||||||||||
| Property / zbMATH Keywords: self-exciting Poisson process / rank | |||||||||||||||
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Revision as of 13:39, 26 April 2024
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes |
scientific article from arXiv |
Statements
5 June 2020
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17 November 2023
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stat.ME
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math.ST
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stat.TH
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Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (English)
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high-dimensional statistics
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penalized dynamic programming
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piecewise stationarity
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self-exciting Poisson process
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