4 papers · 1 filter
Simultaneous Inference for Partially Observed Functional Time Series
Patrick Bastian, Tim Kutta
Functional data analysis (FDA) provides statistical methods for analyzing samples of time-continuous stochastic processes. Measurements often arise in the form of sensor data for a…
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
Tim Kutta, Martin Schumann, Holger Dette
Panels with large time and cross-sectional dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether…
Monitoring Time Series for Relevant Changes
Patrick Bastian, Tim Kutta, Rupsa Basu +1
We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null h…
Multivariate Mean Comparison under Differential Privacy
Martin Dunsche, Tim Kutta, Holger Dette
The comparison of multivariate population means is a central task of statistical inference. While statistical theory provides a variety of analysis tools, they usually do not prote…