Segmentation algorithm for non-stationary compound Poisson processes - With an application to inventory time series of market members in a financial marketB. Tóth, F. Lillo and J. D. FarmerEur. Phys. J. B, 78 2 (2010) 235-243DOI: https://doi.org/10.1140/epjb/e2010-10046-8