3 papers
math.ST2025
Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
Tim Kutta, Piotr Kokoszka
Motivated by applications in functional data analysis, we study the partial sum process of sparsely observed, random functions. A key novelty of our analysis are bounds for the dis…
stat.ME2024
Detection of a structural break in intraday volatility pattern
Piotr Kokoszka, Tim Kutta, Neda Mohammadi +2
We develop theory leading to testing procedures for the presence of a change point in the intraday volatility pattern. The new theory is developed in the framework of Functional Da…
stat.ME2023
Testing separability for continuous functional data
Holger Dette, Gauthier Dierickx, Tim Kutta
Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricat…