Multi‐Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points

DOI10.1111/JTSA.12254zbMath1386.60151arXiv1606.06633OpenAlexW2964181217MaRDI QIDQ4596437

Gaby Schneider, Stefan Albert, Julia Schiemann, Michael Messer, Jochen Roeper

Publication date: 1 December 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06633

zbMATH Keywords

point processmultiscalechangepoint detectionspike trainfiltered derivativechange in variancechange in rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Non-Markovian processes: hypothesis testing (62M07) Renewal theory (60K05)

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