38 citations · 46 across the 4 of their papers we have counts for
6 papers
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
Tijana Levajkovic, Michael Messer
A method for the detection of changes in the expectation in univariate sequences is provided. Moving sum processes are studied. These rely on the selection of a tuning bandwidth. H…
Bivariate change point detection: joint detection of changes in expectation and variance
Michael Messer
A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from whic…
Multi-scale detection of variance changes in renewal processes in the presence of rate change points
Stefan Albert, Michael Messer, Julia Schiemann +2
Non-stationarity of the rate or variance of events is a well-known problem in the description and analysis of time series of events, such as neuronal spike trains. A multiple filte…
Multi-scale detection of rate changes in spike trains with weak dependencies
Michael Messer, Kauê M. Costa, Jochen Roeper +1
The statistical analysis of neuronal spike trains by models of point processes often relies on the assumption of constant process parameters. However, it is a well-known problem th…
The Shark Fin Function - Asymptotic Behavior of the Filtered Derivative for Point Processes in Case of Change Points
Michael Messer, Gaby Schneider
A multiple filter test (MFT) for the analysis and detection of rate change points in point processes on the line has been proposed recently. The underlying statistical test investi…
A multiple filter test for the detection of rate changes in renewal processes with varying variance
Michael Messer, Marietta Kirchner, Julia Schiemann +3
Nonstationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological…