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math.ST2026
Goodness-of-Fit Testing for Groupwise Spherical Error Structures
Daria Tieplova, Nina Dörnemann, Tim Kutta
The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the co…
math.ST2026
Online Change-Point Monitoring for Object-valued Time Series
Yi Zhang, Tim Kutta, Xiaofeng Shao
We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space em…