Philip Preuss

Predictive, finite-sample model choice for time series under stationarity and non-stationarity

Tobias Kley, Philip Preuss, Piotr Fryzlewicz, 2016, Electronic Journal of Statistics.

Detecting long-range dependence in non-stationary time series

Holger Dette, Philip Preuss, H. Dette, 2013, 1312.7452.

Comparing spectral densities of stationary time series with unequal sample sizes

Philip Preuss, Thimo Hildebrandt, 2012 .

A test for stationarity based on empirical processes

Holger Dette, Philip Preuss, Mathias Vetter, 2013, 1312.5448.