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math.ST2025
Practically significant change points in high dimension -- measuring signal strength pro active component
Pascal Quanz, Holger Dette
We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference of the mean vectors before…
math.ST2022
Detecting relevant changes in the spatiotemporal mean function
Holger Dette, Pascal Quanz
For a spatiotemporal process , where denotes the set of spatial locations and the time domain, we consider the probl…