8 citations · 9 across the 4 of their papers we have counts for
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math.ST2022
Parametric change point detection with random occurrence of the change point
Cassandra Milbradt
We are concerned with the problem of detecting a single change point in the model parameters of time series data generated from an exponential family. In contrast to the existing l…
math.PR2022★ 1 cited
A cross-border market model with limited transmission capacities
Cassandra Milbradt, Dörte Kreher
We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market parti…