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Research Output 2008 2019

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Chapter
2015
1 Citation (Scopus)

(5) Robust change detection in the dependence structure of multivariate time series

Vogel, D. & Fried, R., 2015, Modern Nonparametric, Robust and Multivariate Methods: Festschrift in Honour of Hannu Oja. Nordhausen, K. & Taskinen, S. (eds.). Springer International Publishing, p. 265-288 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Multivariate Time Series
Change Detection
Dependence Structure
Covariance matrix
Sample Covariance Matrix
2010
3 Citations (Scopus)

On robust Gaussian graphical modelling

Vogel, D. & Fried, R., 2010, Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn. Devroye, L., Karasozen, B., Kohler, M. & Korn, R. (eds.). Physica-Verlag HD, p. 155-182 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Covariance Selection
Graphical Modeling
Estimation Theory
Selection Model
Robust Methods