@article{frechetstatisticsbasedchangepoint1, title = {Detecting Structural Shifts in Multivariate Hawkes Processes with Fréchet Statistics}, author = {Rui Luo and Vikram Krishnamurthy}, year = {2023}, eprint = {2308.06769}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2308.06769v3}, }