WELCOME TO MY HOMEPAGE
Alexander Schmitz
Mathematisches Institut
Universität zu Köln
Weyertal 86-90 , D-50931 Köln/Germany
E-mail [active until 03/2012]: schmitza@math.uni-koeln.de
Position
- 10/2007--07/2011: Assistant and PhD Student of Professor Steinebach | Workgroup |
Publications
- Limit Theorems in Change-Point Analysis for Dependent Data. | available online |
PhD Thesis. University of Cologne (2011).
- A note on the monitoring of changes in linear models with dependent errors.
In: Dependence in Probability and Statistics (ed. by P. Doukhan, G. Lang, D. Surgailis, and G. Teyssière),
Lecture Notes in Statistics, 200 (2010), 159-174, Springer-Verlag, Berlin (joint with Josef G. Steinebach)
Recent Talks
- Backward Invariance Principles in Change-Point Analysis. | Abstract | Slides |
Invited talk at CIRM conference, Marseille/Luminy (France) | April 2011 |
- Extreme Value Asymptotics under Strong Mixing Conditions. | Abstract | Slides |
Seminar talk, Department of Mathematics, University of Utah, Salt Lake City (USA) | November 2010 |
- On the Monitoring of Structural Changes in Linear Models with Dependent Errors. | Abstract | Slides |
Workshop on Structural Breaks in Time Series, Lambrecht (Germany) | February 2010 |
[last updated: 29 July 2011]