The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
Publication:2412766
DOI10.1007/s11203-016-9138-0zbMath1380.60082arXiv1409.1025OpenAlexW2963315965MaRDI QIDQ2412766
Gaby Schneider, Michael Messer
Publication date: 27 October 2017
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1025
point processesrenewal processesalternativechange point detectionfiltered derivativenon-stationary rate
Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Renewal theory (60K05)
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