| Publication | Date of Publication | Type |
|---|
The state of cumulative sum sequential changepoint testing 70 years after page
Biometrika | 2024-11-13 | Paper |
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
Electronic Journal of Statistics | 2024-08-30 | Paper |
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
STATISTICA SINICA | 2023-11-09 | Paper |
Posterior consistency for the spectral density of non‐Gaussian stationary time series
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Computational Statistics and Data Analysis | 2022-11-01 | Paper |
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Sequential change point tests based on \(U\)-statistics
Scandinavian Journal of Statistics | 2022-10-06 | Paper |
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Computational Statistics and Data Analysis | 2022-09-14 | Paper |
Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
Journal of Statistical Planning and Inference | 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
Econometric Reviews | 2022-06-07 | Paper |
Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'
Journal of the Korean Statistical Society | 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
Statistical Papers | 2022-01-07 | Paper |
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Annals of the Institute of Statistical Mathematics | 2021-09-25 | Paper |
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
The Annals of Applied Statistics | 2021-08-04 | Paper |
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
The Annals of Applied Statistics | 2021-08-04 | Paper |
Fourier methods for sequential change point analysis in autoregressive models
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
(available as arXiv preprint) | 2020-03-19 | Paper |
Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
Bayesian Analysis | 2020-01-29 | Paper |
Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
Bayesian Analysis | 2020-01-29 | Paper |
High dimensional efficiency with applications to change point tests
Electronic Journal of Statistics | 2018-06-15 | Paper |
Modified sequential change point procedures based on estimating functions
Electronic Journal of Statistics | 2018-05-28 | Paper |
A MOSUM procedure for the estimation of multiple random change points
Bernoulli | 2018-02-01 | Paper |
Moving Fourier analysis for locally stationary processes with the bootstrap in view
Journal of Time Series Analysis | 2017-12-01 | Paper |
Detection of changes in multivariate time series with application to EEG data
Journal of the American Statistical Association | 2017-10-13 | Paper |
A MOSUM procedure for the estimation of multiple random change points
Bernoulli | 2017-09-21 | Paper |
Bootstrap procedures for online monitoring of changes in autoregressive models
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
On the use of estimating functions in monitoring time series for change points
Journal of Statistical Planning and Inference | 2015-05-15 | Paper |
Comments on: ``Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
Statistics | 2014-12-22 | Paper |
Testing for parameter stability in nonlinear autoregressive models
Journal of Time Series Analysis | 2014-11-26 | Paper |
| Efficiency of change point tests in high dimensional settings | 2014-09-05 | Paper |
Changepoints in times series of counts
Journal of Time Series Analysis | 2014-02-25 | Paper |
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
Test | 2013-04-10 | Paper |
Evaluating stationarity via change-point alternatives with applications to fMRI data
The Annals of Applied Statistics | 2013-03-05 | Paper |
Evaluating stationarity via change-point alternatives with applications to fMRI data
The Annals of Applied Statistics | 2013-03-05 | Paper |
Bootstrapping sequential change-point tests for linear regression
Metrika | 2013-02-06 | Paper |
Detecting and estimating changes in dependent functional data
Journal of Multivariate Analysis | 2012-07-04 | Paper |
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
The Annals of Statistics | 2011-09-14 | Paper |
A note on Studentized confidence intervals for the change-point
Computational Statistics | 2011-04-06 | Paper |
| scientific article; zbMATH DE number 5713428 (Why is no real title available?) | 2010-05-28 | Paper |
Bootstrapping confidence intervals for the change-point of time series
Journal of Time Series Analysis | 2010-04-22 | Paper |
Bootstrapping Sequential Change-Point Tests
Sequential Analysis | 2008-09-30 | Paper |
Resampling in the frequency domain of time series to determine critical values for change-point tests
Statistics & Decisions | 2008-05-05 | Paper |
On the detection of changes in autoregressive time series. II: Resampling procedures
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
Block permutation principles for the change analysis of dependent data
Journal of Statistical Planning and Inference | 2007-10-26 | Paper |
Permutation principles for the change analysis of stochastic processes under strong invariance
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
