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stat.ME2026
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…
stat.ME2025
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…
stat.ME2025
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…