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20022025
most citedGlobal Jacquet-Langlands correspondence, multiplicity one and classification of automorphic representations

72 citations

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5 papers · 1 filter

math.ST2023

Change point detection in low-rank VAR processes

Farida Enikeeva, Olga Klopp, Mathilde Rousselot

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of parti…

math.ST2021★ 5 cited

Change-Point Detection in Dynamic Networks with Missing Links

Farida Enikeeva, Olga Klopp

Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life netw…

math.ST2020★ 3 cited

Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

Mark Holmes, Ivan Kojadinovic

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism ha…

math.ST2014★ 1 cited

Dependent multiplier bootstraps for non-degenerate -statistics under mixing conditions with applications

Axel Bücher, Ivan Kojadinovic

The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate -statistics is established under mixing conditions. The resampling sc…

math.ST2007

An improved method for model selection based on Information Criteria

Guilhem Coq, Olivier Alata, Marc Arnaudon +1

Information criteria are an appropriate and widely used tool for solving model selection problems. However, different ways to use them exist, each leading to a more or less precise…