Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
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Publication:1676448
DOI10.1214/16-AAP1266zbMath1378.62044OpenAlexW2752786355MaRDI QIDQ1676448
Nicole El Karoui, Stéphane Loisel, Yahia Salhi
Publication date: 7 November 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1504080039
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)
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