1 citations · 2 across the 14 of their papers we have counts for
5 papers · 1 filter
Change Point Detection and Localization in High-Dimensional Time Series
Patrick Bastian, Daria Tieplova, Nina Dörnemann +1
We present new inference tools for change point detection in high-dimensional time series. We discuss two distinct statistical applications: First, sequential change point testing…
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…
Multiscale detection of practically significant changes in a gradually varying time series
Patrick Bastian, Holger Dette
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point the properties of the observed stochastic process change gradually…
Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution
Patrick Bastian, Nicolai Bissantz
Exoplanets play an important role in understanding the mechanics of planetary system formation and orbital evolution. In this context the correlations of different parameters of th…
Uniform confidence bands for joint angles across different fatigue phases
Patrick Bastian, Rupsa Basu, Holger Dette
We develop uniform confidence bands for the mean function of stationary time series as a post-hoc analysis of multiple change point detection in functional time series. In particul…