change point detection 1frequentist methods 1functional data analysis 1mean shift 1time series 1volatility 1
From the 1 of 3 linked papers with an AI index.
3 papers
cond-mat.soft2026
From suspensions to porous multilayers: microstructure formation and particle packing in drying colloidal films
Qingguang Xie, Jens Harting
Drying particle suspensions is widely used to assemble particles and to fabricate porous functional layers for various applications, in which microstructural properties critically…
math.ST2026
A Frequentist Approach to Change Point Detection: Methods and Applications
Debanjana Datta
The paper proposes a frequentist method for detecting change points in functional time series, handling both sparse and dense observation designs and addressing shifts in mean and…
math.ST2026
Measuring Tail Dependence in Linear Processes: Theory and Empirics
Debanjana Datta, Diganta Mukherjee
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and th…