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.

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Author:Michael Messer
Place of publication:Frankfurt am Main
Referee:Gaby SchneiderGND, Anton WakolbingerGND, Roland Fried
Document Type:Doctoral Thesis
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
Institutes:Informatik und Mathematik / Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 57 Biowissenschaften; Biologie / 570 Biowissenschaften; Biologie
Licence (German):License LogoDeutsches Urheberrecht