Stefan Fremdt

Dr. Stefan Fremdt

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Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
44780 Bochum
Deutschland

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

E-Mail: stefan.fremdt@ruhr-uni-bochum.de
Homepage University of Cologne




Sprechzeiten

nach Vereinbarung

Arbeitsgebiete

  • Change-point Analysis
  • Funktionale Daten
  • Zeitreihen

Publikationen

Paper:

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

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