Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes

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Submitted on : Tuesday, February 5, 2019 - 9:36:11 PM
Last modification on : Thursday, April 4, 2019 - 1:14:39 AM

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Nicole El Karoui, Stéphane Loisel, Yahia Salhi. Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2017, 27 (4), pp.2515-2538. ⟨hal-02008792⟩

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