TY  - THES
A1  - Messer, Michael
T1  - A multiple filter test for the detection of rate changes in renewal processes with varying variance
N2  - 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.
Y1  - 2014
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/34394
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-343947
PB  - Univ.-Bibliothek
CY  - Frankfurt am Main
ER  -