Change-Point Tests

    • Stefanie Schwaar: Asymptotic distribution of change-point estimators in nonlinear AR-processes
    • Jurgita Markeviciute: Testing the epidemic change in nearly nonstationary processes
    • Joseph Tadjuidje Kamgaing: Shrinkage estimation for multivariate hidden Markov mixture models
    • Krzysztof Szajowski: Detection of distributed disorders
    • Karol Dziedziul: Procedure of sample enrichment
    • Michael Messer: A multiple filter test for change point detection in renewal processes with varying variance
    • Daniel Vogel: Change-point tests based on U-statistics and U-quantiles
    • Roland Fried: Robust shift detection in time series