6 citations · 6 across the 2 of their papers we have counts for
4 papers
Sequential change point detection in high dimensional time series
Josua Gösmann, Christina Stoehr, Johannes Heiny +1
Change point detection in high dimensional data has found considerable interest in recent years. Most of the literature either designs methodology for a retrospective analysis, whe…
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Claudia Kirch, Christina Stoehr
Sequential change point tests aim at giving an alarm as soon as possible after a structural break occurs while controlling the asymptotic false alarm error. For such tests it is of…
Sequential change point tests based on U-statistics
Claudia Kirch, Christina Stoehr
We propose a general framework of sequential testing procedures based on -statistics which contains as an example a sequential CUSUM test based on differences in mean but also i…
Detecting changes in the covariance structure of functional time series with application to fMRI data
Christina Stoehr, John A D Aston, Claudia Kirch
Functional magnetic resonance imaging (fMRI) data provides information concerning activity in the brain and in particular the interactions between brain regions. Resting state fMRI…