Preuß, Philip
- Detection of multiple structural breaks in multivariate time series
2013/09/05 by Preuß, Philip, Puchstein, Ruprecht, Dette, Holger · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
2016/11/14 by Kley, Tobias, Preuß, Philip, Fryzlewicz, Piotr · 2 citations
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Detecting long-range dependence in non-stationary time series
2013/12/28 by Preuß, Philip, Sen, Kemal, Dette, Holger · 1 citation
#62G10 #62M10 #62M15 #FOS: Mathematics #Statistics Theory (math.ST)