Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737): Difference between revisions

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scientific article from arXiv
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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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