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math.PR2026
A Functional Central Limit Theorem for Locally Stationary Time Series in Banach Spaces
Florian Heinrichs, Luis-Alberto Rodríguez
A functional central limit theorem for locally stationary time series taking values in a separable Banach space is established. The result does not require type-2 or cotype ass…
math.ST2026
Testing for Stable Intervals in Non-Stationary Time Series
Florian Heinrichs
Many time series are not stable over their full observation horizon, but may contain scientifically meaningful periods during which a signal remains stable up to a prescribed toler…
math.ST2026
A Functional Central Limit Theorem for Localized Partial Sums of Non-Stationary Time Series
Florian Heinrichs
A localized functional central limit theorem is established for kernel-weighted partial sum processes of piecewise locally stationary time series under geometric decay of the physi…