Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
DOI10.1214/23-ejs2152arXiv2106.04333OpenAlexW3168398747MaRDI QIDQ6184888
Ronan Le Guével, Magalie Fromont, Fabrice Grela
Publication date: 5 January 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.04333
aggregation methodsPoisson processconcentration inequalitiesadaptive testschange-points detectionminimax tests
Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03) Minimax procedures in statistical decision theory (62C20) Signal detection and filtering (aspects of stochastic processes) (60G35) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Prediction theory (aspects of stochastic processes) (60G25)
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