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math.ST2025
Convergence of covariance and spectral density estimates for high-dimensional functional time series
Bufan Li, Xinghao Qiao, Weichi Wu +1
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functiona…
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…