Multiscale Change-Point Analysis of Inhomogeneous Poisson Processes Using Unbalanced Wavelet Decompositions

DOI10.1007/3-540-28073-1_90MaRDI QIDQ3618368zbMATH OpenOpenAlexFDO

Authors Maarten Jansen

Publication date 31 March 2009

Published in Progress in Industrial Mathematics at ECMI 2004 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-28073-1_90

zbMATH Keywords

change pointmaximaPoisson processunbalancedwavelet

Mathematics Subject Classification ID

Application of orthogonal and other special functions (94A11)

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(2)

• Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
• Multi-scale detection of variance changes in renewal processes in the presence of rate change points

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