Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes

DOI10.48550/arXiv.2006.03572arXiv2006.03572OpenAlexW3033324301MaRDI QIDQ97737

Rebecca Willett, Daren Wang, Yi Yu, Rebecca Willett, Yi Yu, Daren Wang

Publication date: 5 June 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.03572

zbMATH Keywords

high-dimensional statisticspiecewise stationaritypenalized dynamic programmingself-exciting Poisson process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

changepoints

Cites Work

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