A multiple filter test for the detection of rate changes in renewal processes with varying variance
- The thesis provides novel procedures in the statistical field of change point detection in time series. Motivated by a variety of neuronal spike train patterns, a broad stochastic point process model is introduced. This model features points in time (change points), where the associated event rate changes. For purposes of change point detection, filtered derivative processes (MOSUM) are studied. Functional limit theorems for the filtered derivative processes are derived. These results are used to support novel procedures for change point detection; in particular, multiple filters (bandwidths) are applied simultaneously in oder to detect change points in different time scales.
Author: | Michael Messer |
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URN: | urn:nbn:de:hebis:30:3-343947 |
Publisher: | Univ.-Bibliothek |
Place of publication: | Frankfurt am Main |
Referee: | Gaby SchneiderGND, Anton WakolbingerGND, Roland Fried |
Document Type: | Doctoral Thesis |
Language: | English |
Date of Publication (online): | 2014/06/30 |
Year of first Publication: | 2014 |
Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
Granting Institution: | Johann Wolfgang Goethe-Universität |
Date of final exam: | 2014/06/25 |
Release Date: | 2014/07/02 |
Page Number: | 150 |
HeBIS-PPN: | 342617532 |
Institutes: | Informatik und Mathematik / Mathematik |
Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 57 Biowissenschaften; Biologie / 570 Biowissenschaften; Biologie |
Sammlungen: | Universitätspublikationen |
Licence (German): | Deutsches Urheberrecht |