In this thesis tests for a change in multivariate autoregressive time series are introduced and further a test for multiple changes in the mean is investigated. In both cases the change point estimators are asymptotically analysed
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
The change-point procedure searchs for structural changes in data collected over time, for example a...
In numerous industrial applications, organizations wish to monitor time series data to better unders...
In the first part of the dissertation, we propose two tests with the purpose of detecting change poi...
In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estim...
This doctoral thesis consists of three parts: robust estimation of the autocorrelation function, the...
Ziel der sequentiellen Change-Point Analyse ist es, geeignete Methoden zum Auffinden struktureller B...
This thesis focuses upon the detection and prediction of changepoints in time series. In particular,...
In change-point analysis the point of interest is to decide if the observations follow one model or...
This thesis focuses upon the detection and prediction of changepoints in time series. In particular,...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
The main purpose of this dissertation is to introduce and critically assess some novel statistical m...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
The change-point procedure searchs for structural changes in data collected over time, for example a...
In numerous industrial applications, organizations wish to monitor time series data to better unders...
In the first part of the dissertation, we propose two tests with the purpose of detecting change poi...
In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estim...
This doctoral thesis consists of three parts: robust estimation of the autocorrelation function, the...
Ziel der sequentiellen Change-Point Analyse ist es, geeignete Methoden zum Auffinden struktureller B...
This thesis focuses upon the detection and prediction of changepoints in time series. In particular,...
In change-point analysis the point of interest is to decide if the observations follow one model or...
This thesis focuses upon the detection and prediction of changepoints in time series. In particular,...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
The main purpose of this dissertation is to introduce and critically assess some novel statistical m...
The problem of undocumented change-points in data sets appears in many areas of science. Mathematic...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
International audienceThis paper is devoted to the off-line multiple change-point detection in a sem...
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