Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737)
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scientific article; zbMATH DE number 7767623
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| English | Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes |
scientific article; zbMATH DE number 7767623 |
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5 June 2020
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17 November 2023
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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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Daren Wang
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Yi Yu
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Rebecca Willett
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