2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2014
Convergence rates of Laplace-transform based estimators
Arnoud V. den Boer, Michel Mandjes
This paper considers the problem of estimating probabilities of the form , for a given value of , in the situation that a sample of i.i.d.\ observations $X…
math.PR2013★ 2 cited
Changepoint detection for dependent Gaussian sequences
W. Ellens, J. Kuhn, M. Mandjes +1
In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type…