Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes - Archive ouverte HAL
Article Dans Une Revue The Annals of Applied Probability Année : 2017

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

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hal-02008792 , version 1 (05-02-2019)

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  • HAL Id : hal-02008792 , version 1

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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. The Annals of Applied Probability, 2017, 27 (4), pp.2515-2538. ⟨hal-02008792⟩
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