14 citations · 20 across the 11 of their papers we have counts for
5 papers · 1 filter
Graph structure learning for stable processes
Florian Brück, Sebastian Engelke, Stanislav Volgushev
We introduce Ising-Hüsler-Reiss processes, a new class of multivariate Lévy processes that allows for sparse modeling of the path-wise conditional independence structure between ma…
Simultaneous hypothesis testing for comparing many functional means
Colin Decker, Dehan Kong, Stanislav Volgushev
Data with multiple functional recordings at each observational unit are increasingly common in various fields including medical imaging and environmental sciences. To conduct infer…
Change-point Inference for High-dimensional Heteroscedastic Data
Teng Wu, Stanislav Volgushev, Xiaofeng Shao
We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on th…
Testing relevant hypotheses in functional time series via self-normalization
Holger Dette, Kevin Kokot, Stanislav Volgushev
In this paper we develop methodology for testing relevant hypotheses about functional time series in a tuning-free way. Instead of testing for exact equality, for example for the e…
Model assessment for time series dynamics using copula spectral densities: a graphical tool
Stefan Birr, Tobias Kley, Stanislav Volgushev
Finding parametric models that accurately describe the dependence structure of observed data is a central task in the analysis of time series. Classical frequency domain methods pr…