activity
20152024
most citedLocally Stationary Functional Time Series

60 citations · 160 across the 11 of their papers we have counts for

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Showing math.STShow all

5 papers · 1 filter

math.ST2024

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…

math.ST2023★ 1 cited

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…

math.ST2022★ 2 cited

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…

math.ST2019★ 12 cited

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…

math.ST2018★ 19 cited

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…