Philip Preuß

1. Detection of multiple structural breaks in multivariate time series
   2013/09/05 by Philip Preuß, Ruprecht Puchstein, Preuß, Philip +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistics Theory (math.ST) #math.ST #stat.TH
2. Predictive, finite-sample model choice for time series under stationarity and non-stationarity
   2016/11/14 by Tobias Kley, Kley, Tobias, Philip Preuß +3 · 2 citations
   Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST) #math.ST #stat.ME #stat.TH
3. Detecting long-range dependence in non-stationary time series
   2013/12/28 by Philip Preuß, Kemal Sen, Preuß, Philip +3 · 1 citation
   Mathematics · #62G10 #62M10 #62M15 #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #msc:62G10 #msc:62M10 #msc:62M15 #stat.TH