22 citations · 27 across the 5 of their papers we have counts for
6 papers
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…
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…
Bump detection in the presence of dependency: Does it ease or does it load?
Farida Enikeeva, Axel Munk, Markus Pohlmann +1
We provide the asymptotic minimax detection boundary for a bump, i.e. an abrupt change, in the mean function of a stationary Gaussian process. This will be characterized in terms o…
Bump detection in heterogeneous Gaussian regression
Farida Enikeeva, Axel Munk, Frank Werner
We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its imp…
High-dimensional change-point detection with sparse alternatives
Farida Enikeeva, Zaid Harchaoui
We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components o…
On two estimates related to the change-point problem
Farida Enikeeva
We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unkn…