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stat.ME2025
Monitoring Time Series for Relevant Changes
Patrick Bastian, Tim Kutta, Rupsa Basu +1
We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null h…
stat.ME2025
Multiscale detection of practically significant changes in a gradually varying time series
Patrick Bastian, Holger Dette
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point the properties of the observed stochastic process change gradually…
stat.ME2025
Uniform confidence bands for joint angles across different fatigue phases
Patrick Bastian, Rupsa Basu, Holger Dette
We develop uniform confidence bands for the mean function of stationary time series as a post-hoc analysis of multiple change point detection in functional time series. In particul…