Robust and Non-parametric Detection of Change-points in Time Series using U-statistics and U-quantiles
Roland Fried (Technical University Dortmund, Germany)
- Seminars Econometric Institute
Roland Fried (Technical University Dortmund, Germany)
Mikhail Zhelonkin (University of Lausanne)
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
Laurent Callot (VU University Amsterdam)
Roel Oomen (University of Cambridge, United Kingdom)
Nevin Mutlu (Virginia Polytechnic State University, United States)
Ryo Okui (Kyoto University, Japan)
Joakim Westerlund (Lund University, Sweden)
Maksim Isakin (University of Calgary, Canada)
Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)
Laurent Pauwels (University of Sydney, Australia)
Thorsten Joachims (Cornell University, United States)
XiaoXia Ye (Stockholm University, Sweden)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Peter Hansen (European University Institute, Italy)
Federico Bandi (Johns Hopkins University, United States)
Fang Xu (University of Reading, United Kingdom)
Charles Bos (VU University Amsterdam, the Netherlands)
Michael Rockinger (University of Lausanne, Switzerland)
Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)