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stat.ME2026
Return-to-Baseline Testing via Empirically Calibrated e-processes
Marta Regis, Paulo Serra
We consider the problem of detecting a Return to Baseline (RtB) in high-frequency monitoring data preceding and following an intervention, where the aim is to identify the time at…
stat.ME2020
Random autoregressive models: A structured overview
Marta Regis, Paulo Serra, Edwin R. van den Heuvel
Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The avail…