60 citations · 160 across the 11 of their papers we have counts for
11 papers
Measures determined by their values on balls and Gromov-Wasserstein convergence
Anne van Delft, Andrew J. Blumberg
A classical question about a metric space is whether Borel measures on the space are determined by their values on balls. We show that for any given measure this property is stable…
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
Theresa Eckle, Anne van Delft, Holger Dette
We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on , and use this to obt…
A statistical framework for analyzing shape in a time series of random geometric objects
Anne van Delft, Andrew J. Blumberg
We introduce a new framework to analyze shape descriptors that capture the geometric features of an ensemble of point clouds. At the core of our approach is the point of view that…
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes
Anne van Delft, Holger Dette
We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which ca…
Pivotal tests for relevant differences in the second order dynamics of functional time series
Anne van Delft, Holger Dette
Motivated by the need to statistically quantify differences between modern (complex) data-sets which commonly result as high-resolution measurements of stochastic processes varying…
A note on quadratic forms of stationary functional time series under mild conditions
Anne van Delft
We study distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates…
A note on Herglotz's theorem for time series on function spaces
Anne van Delft, Michael Eichler
In this article, we prove Herglotz's theorem for Hilbert-valued time series. This requires the notion of an operator-valued measure, which we shall make precise for our setting. He…
A nonparametric test for stationarity in functional time series
Anne van Delft, Vaidotas Characiejus, Holger Dette
We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the -distance between the spectral density operator of a…
Testing for stationarity of functional time series in the frequency domain
Alexander Aue, Anne van Delft
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contr…
Locally Stationary Functional Time Series
Anne van Delft, Michael Eichler
The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure.…
Data-adaptive estimation of time-varying spectral densities
Anne van Delft, Michael Eichler
This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities…