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

zbMATH Keywords

aggregation methodsPoisson processconcentration inequalitiesadaptive testschange-points detectionminimax tests

Mathematics Subject Classification ID

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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