Dr. Stefan Fremdt


Ruhr-Universität Bochum
Department of Mathematics
Institute of Statistics
44780 Bochum

Building NA 3/30
Tel.: +49(0)234 / 32 28464
Fax: +49(0)234 / 32 14559

E-Mail: stefan.fremdt@ruhr-uni-bochum.de

Office hours

By appointment

Research Interests

  • Change-point Analysis
  • Functional Data Analysis
  • Time Series Analysis



A. Aue, C. Dienes, S. Fremdt and Steinebach, J.G. (2014+): Reaction times of monitoring schemes for ARMA time series. To appear in Bernoulli .

S. Fremdt (2014+): Page's sequential procedure for change-point detection in time series regression. To appear in: Statistics.

S. Fremdt, L. Horváth, P. Kokoszka and Steinebach, J.G. (2014): Functional data analysis with increasing number of projections. Journal of Multivariate Analysis 124, 313-332.

S. Fremdt (2014): Asymptotic distribution of the delay time in Page's sequential procedure. Journal of Statistical Planning and Inference 145, 74-91.

S. Fremdt, J.G. Steinebach, L. Horváth and P. Kokoszka (2012). Testing the equality of covariance operators in functional samples. Scandinavian Journal of Statistics 40(1), 138-152.

Doctoral Thesis:

Asymptotic Methods in Change-Point Analysis (2012).(available here)