Publications


  • On-line monitoring schemes for autoregressie moving average time series. Bernoulli, 21(2):1238-1259, 2015
    (with A. Aue, C. Dienes and J.G. Steinebach)

  • Page's sequential procedure for change-point detection in time series regression. Statistics, 49(1):128-155, 2015

  • Functional data analysis with increasing number of projections.
    J. Multivar. Anal., 124:313-332, 2014
    (with L. Horváth, P. Kokoszka and J.G. Steinebach)

  • Asymptotic distribution of the delay time in Page's sequential procedure. J. Stat. Plan. Infer., 145:74-91, 2013.

  • Testing the equality of covariance operators in functional samples.
    Scand. J. Statist., 40(1):138-152, 2012
    (with L. Horváth, P. Kokoszka and J.G. Steinebach)

    • Doctoral Thesis


  • Asymptotic Methods in Change-Point Analysis. 2012
    (available here)
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    Some useful links

    Frankfurt School of Finance and Management

    Stochastics group at University of Cologne

  • Workgroup of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Josef G. Steinebach
  • Homepage of
    Prof. Dr. Dr. Hanspeter Schmidli
  • Homepage of
    Prof. Dr. Wolfgang Wefelmeyer
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