Asymptotic Change-Point Analysis of the Dependencies in Time Series

In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.

The potential of symbolic approximation. Disentangling the effects of approximation vs. calculation demands in nonsymbolic and symbolic representations.

Mathematical skills that we acquire during formal education mostly entail exact numerical processing. Besides this specifically human faculty, an additional system exists to represent and manipulate quantities in an approximate manner. We share this innate approximate number system (ANS) with other nonhuman animals and are able to use it to process large numerosities long before we can master the formal algorithms taught in school. Dehaene´s (1992) Triple Code Model (TCM) states that also after the onset of formal education, approximate processing is carried out in this analogue magnitude code no matter if the original problem was presented nonsymbolically or symbolically. Despite the wide acceptance of the model, most research only uses nonsymbolic tasks to assess ANS acuity. Due to this silent assumption that genuine approximation can only be tested with nonsymbolic presentations, up to now important implications in research domains of high practical relevance remain unclear, and existing potential is not fully exploited. For instance, it has been found that nonsymbolic approximation can predict math achievement one year later (Gilmore, McCarthy, & Spelke, 2010), that it is robust against the detrimental influence of learners´ socioeconomic status (SES), and that it is suited to foster performance in exact arithmetic in the short-term (Hyde, Khanum, & Spelke, 2014). We provided evidence that symbolic approximation might be equally and in some cases even better suited to generate predictions and foster more formal math skills independently of SES. In two longitudinal studies, we realized exact and approximate arithmetic tasks in both a nonsymbolic and a symbolic format. With first graders, we demonstrated that performance in symbolic approximation at the beginning of term was the only measure consistently not varying according to children´s SES, and among both approximate tasks it was the better predictor for math achievement at the end of first grade. In part, the strong connection seems to come about from mediation through ordinal skills. In two further experiments, we tested the suitability of both approximation formats to induce an arithmetic principle in elementary school children. We found that symbolic approximation was equally effective in making children exploit the additive law of commutativity in a subsequent formal task as a direct instruction. Nonsymbolic approximation on the other hand had no beneficial effect. The positive influence of the symbolic approximate induction was strongest in children just starting school and decreased with age. However, even third graders still profited from the induction. The results show that also symbolic problems can be processed as genuine approximation, but that beyond that they have their own specific value with regard to didactic-educational concerns. Our findings furthermore demonstrate that the two often con-founded factors ꞌformatꞌ and ꞌdemanded accuracyꞌ cannot be disentangled easily in first graders numerical understanding, but that children´s SES also influences existing interrelations between the different abilities tested here.