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researcher

M. Reimherr

40 papers hereh-index 242.2k citations100 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author8
  • middle author13
  • last author19

Across the 40 of 40 papers where every author was matched, so the position is known.

fields
  • stat.ME15
  • math.ST8
  • cs.CR6
  • stat.ML6
  • stat.AP4
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 487 across the 35 of their papers we have counts for

collaborators
Showing 2015Show all

2 papers · 1 filter

stat.ME2015

A randomness test for functional panels

Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing

Functional panels are collections of functional time series, and arise often in the study of high frequency multivariate data. We develop a portmanteau style test to determine if t…

stat.ME2015★ 23 cited

Testing separability of space--time functional processes

Panayiotis Constantinou, Piotr Kokoszka, Matthew Reimherr

We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifyin…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.