Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multi-scale detection of variance changes in renewal processes in the
  presence of rate change points   Non-stationarity of the rate or variance of events is a well-known problem in
the description and analysis of time series of events, such as neuronal spike
trains. A multiple filter test (MFT) for rate homogeneity has been proposed
earlier that detects change points on multiple time scales simultaneously. It
is based on a filtered derivative approach, and the rejection threshold derives
from a Gaussian limit process $L$ which is independent of the point process
parameters.
  Here we extend the MFT to variance homogeneity of life times. When the rate
is constant, the MFT extends directly to the null hypothesis of constant
variance. In the presence of rate change points, we propose to incorporate
estimates of these in the test for variance homogeneity, using an adaptation of
the test statistic. The resulting limit process shows slight deviations from
$L$ that depend on unknown process parameters. However, these deviations are
small and do not considerably change the properties of the statistical test.
This allows practical application, e.g.~to neuronal spike trains, which
indicates various profiles of rate and variance change points.

36
The categories of this paper are: cmp-lg
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
26
The categories of this paper are: bayes-an
20
The categories of this paper are: acc-phys
10
The categories of this paper are: q-bio
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
8
The categories of this paper are: hep-ex
1
The categories of this paper are: cs
18
The categories of this paper are: econ
2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc