vix.ing · top · new · best · stats · spec

Preuß, Philip

  1. 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)
  2. 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)
  3. 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)