| Publication | Date of Publication | Type |
|---|
| The state of cumulative sum sequential changepoint testing 70 years after page | 2024-11-13 | Paper |
| A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series | 2024-10-29 | Paper |
| Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces | 2024-08-30 | Paper |
| Moving Sum Data Segmentation for Stochastic Processes Based on Invariance | 2023-11-09 | Paper |
| Posterior consistency for the spectral density of non‐Gaussian stationary time series | 2023-10-11 | Paper |
| Bootstrap confidence intervals for multiple change points based on moving sum procedures | 2022-11-01 | Paper |
| Two-stage data segmentation permitting multiscale change points, heavy tails and dependence | 2022-10-25 | Paper |
| Sequential change point tests based on \(U\)-statistics | 2022-10-06 | Paper |
| Bootstrap confidence intervals for multiple change points based on moving sum procedures | 2022-09-14 | Paper |
| Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points | 2022-07-20 | Paper |
| Data Segmentation for Time Series Based on a General Moving Sum Approach | 2022-07-15 | Paper |
| Fourier–type tests involving martingale difference processes | 2022-06-07 | Paper |
| Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection' | 2022-04-27 | Paper |
| Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules | 2022-01-07 | Paper |
| Two-stage data segmentation permitting multiscale change points, heavy tails and dependence | 2021-09-25 | Paper |
| A novel change-point approach for the detection of gas emission sources using remotely contained concentration data | 2021-08-04 | Paper |
| Fourier methods for sequential change point analysis in autoregressive models | 2020-07-14 | Paper |
| Asymptotic delay times of sequential tests based on U-statistics for early and late change points | 2020-03-19 | Paper |
| Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach | 2020-02-05 | Paper |
| Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis | 2020-01-29 | Paper |
| High dimensional efficiency with applications to change point tests | 2018-06-15 | Paper |
| Modified sequential change point procedures based on estimating functions | 2018-05-28 | Paper |
| A MOSUM procedure for the estimation of multiple random change points | 2018-02-01 | Paper |
| Moving Fourier analysis for locally stationary processes with the bootstrap in view | 2017-12-01 | Paper |
| Detection of changes in multivariate time series with application to EEG data | 2017-10-13 | Paper |
| A MOSUM procedure for the estimation of multiple random change points | 2017-09-21 | Paper |
| Bootstrap procedures for online monitoring of changes in autoregressive models | 2016-09-16 | Paper |
| On the use of estimating functions in monitoring time series for change points | 2015-05-15 | Paper |
| Comments on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis | 2014-12-22 | Paper |
| Testing for parameter stability in nonlinear autoregressive models | 2014-11-26 | Paper |
| Efficiency of change point tests in high dimensional settings | 2014-09-05 | Paper |
| Changepoints in times series of counts | 2014-02-25 | Paper |
| Monitoring changes in the error distribution of autoregressive models based on Fourier methods | 2013-04-10 | Paper |
| Evaluating stationarity via change-point alternatives with applications to fMRI data | 2013-03-05 | Paper |
| Bootstrapping sequential change-point tests for linear regression | 2013-02-06 | Paper |
| Detecting and estimating changes in dependent functional data | 2012-07-04 | Paper |
| TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain | 2011-09-14 | Paper |
| A note on Studentized confidence intervals for the change-point | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562793 | 2010-05-28 | Paper |
| Bootstrapping confidence intervals for the change-point of time series | 2010-04-22 | Paper |
| Bootstrapping Sequential Change-Point Tests | 2008-09-30 | Paper |
| Resampling in the frequency domain of time series to determine critical values for change-point tests | 2008-05-05 | Paper |
| On the detection of changes in autoregressive time series. II: Resampling procedures | 2008-03-28 | Paper |
| Block permutation principles for the change analysis of dependent data | 2007-10-26 | Paper |
| Permutation principles for the change analysis of stochastic processes under strong invariance | 2005-11-01 | Paper |
