I am currently working with Professor Lajos
Horváth
on change point analysis in linear models.
A. Aue, L. Horváth, M.L. Reimherr. Delay Times
of Sequential Procedures for Linear Models. Preprint.
Undergraduate
For my undergraduate honors
thesis I
studied stochastic migration models and their application to corporate
credit ratings. You can find a copy of my honors thesis below.
"Analysis
of the Stochastic Migration Model"
Matthew Logan Reimherr
Advisor : Professor Lajos Horváth
