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stat.ME2026
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…
math.ST2026
Selfnormalization for relevant inference with supremum-type statistics
Patrick Bastian
We develop a selfnormalized approach to inference for relevant changes in functional time series measured by the supremum norm. The main difficulty is that the supremum norm is not…