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math.ST2026
Differentially private testing for relevant dependencies in high dimensions
Patrick Bastian, Holger Dette, Martin Dunsche
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. F…
math.ST2025
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…
math.ST2025
Gradual changes in functional time series
Patrick Bastian, Holger Dette
We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximu…