Media type: E-Book; Thesis Title: Asymptotic Methods in Change-Point Analysis Contributor: Fremdt, Stefan [Verfasser]; Steinebach, Josef [Akademischer Betreuer]; WEFELMEYER, WOLFGANG [Akademischer Betreuer]; Horváth, Lajos [Akademischer Betreuer] imprint: Köln: Universitäts- und Stadtbibliothek Köln, 2012 Extent: Online-Ressource Language: English Identifier: Keywords: CUSUM, Linear model, Change-point, Sequential test, Invariance principle, CAPM, Fama-French model, Delay time, Asymptotic distribution, Location model, Covariance operator, Functional data, Quadratic forms, Two sample problem, Change in mean, increasing dimension, Normal approximation, Principal components ; CUSUM, Lineares Modell, Change-point, Sequentieller Test, Invarianzprinzip, CAPM, Fama-French-Modell, Verzögerung der Aufdeckung, Asymptotische Verteilung, Lokationsmodell, Kovarianzoperator, Funktionale Daten, Quadratische Formen, Zweistichprobenproblem, Change-in-the-mean, wachsende Dimension, Normalapproximation, Hauptkomponenten ; Hochschulschrift Origination: University thesis: Köln, Universität zu Köln, Diss., 2012 Footnote: Access State: Open Access