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math.ST2026
Simultaneous Change-Point Inference for High-Dimensional Functional Time Series
Axel Bücher, Colin Decker
We develop a framework for simultaneous change-point inference of high-dimensional functional time series. The observations are modeled as temporally dependent vectors whose coordi…
math.ST2024
The empirical copula process in high dimensions: Stute's representation and applications
Axel Bücher, Cambyse Pakzad
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in…