research
∙
08/19/2023
Variations of the depth based Liu-Singh two-sample test including functional spaces
Statistical depth functions provide measures of the outlyingness, or cen...
share
research
∙
06/08/2023
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
This paper presents a novel approach to Bayesian nonparametric spectral ...
research
∙
03/21/2023
Bayesian nonparametric spectral analysis of locally stationary processes
Based on a novel dynamic Whittle likelihood approximation for locally st...
research
∙
07/15/2022
Data Segmentation for Time Series Based on a General Moving Sum Approach
In this paper we propose new methodology for the data segmentation, also...
research
∙
06/24/2021
Bootstrap confidence intervals for multiple change points based on moving sum procedures
In this paper, we address the problem of quantifying uncertainty about t...
research
∙
03/01/2021
Posterior consistency for the spectral density of non-Gaussian stationary time series
Various nonparametric approaches for Bayesian spectral density estimatio...
research
∙
01/12/2021
Moving sum data segmentation for stochastics processes based on invariance
The segmentation of data into stationary stretches also known as multipl...
research
∙
12/23/2020
Data segmentation algorithms: Univariate mean change and beyond
Data segmentation a.k.a. multiple change point analysis has received con...
research
∙
06/25/2020
Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'
We discuss the theoretical guarantee provided by the WBS2.SDLL proposed ...
research
∙
04/06/2020
A novel change point approach for the detection of gas emission sources using remotely contained concentration data
Motivated by an example from remote sensing of gas emission sources, we ...
research
∙
03/19/2020
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Sequential change point tests aim at giving an alarm as soon as possible...
research
∙
12/18/2019
Sequential change point tests based on U-statistics
We propose a general framework of sequential testing procedures based on...
research
∙
10/28/2019
Localised pruning for data segmentation based on multiscale change point procedures
The segmentation of a time series into piecewise stationary segments is ...
research
∙
03/01/2019
Detecting changes in the covariance structure of functional time series with application to fMRI data
Functional magnetic resonance imaging (fMRI) data provides information c...
research
∙
11/26/2018
