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Testing relevant hypotheses in functional time series via self-normalization

17 September 2018

Papers citing "Testing relevant hypotheses in functional time series via self-normalization"

21 / 21 papers shown

Title
Estimation of the long-run variance of nonlinear time series with an application to change point analysis V. Characiejus P. Kokoszka Xiangdong Meng 24 0 0 03 Apr 2024
Multiple change point detection in functional data with applications to biomechanical fatigue data Patrick Bastian Rupsa Basu Holger Dette 70 3 0 18 Dec 2023
Testing for equivalence of pre-trends in Difference-in-Differences estimation Holger Dette Martin Schumann 22 9 0 24 Oct 2023
Power and sample size calculation of two-sample projection-based testing for sparsely observed functional data Salil Koner Sheng Luo 20 0 0 10 Oct 2023
Monitoring Machine Learning Models: Online Detection of Relevant Deviations Florian Heinrichs 52 3 0 26 Sep 2023
A statistical framework for analyzing shape in a time series of random geometric objects Anne van Delft Andrew J. Blumberg 83 2 0 04 Apr 2023
Validating Approximate Slope Homogeneity in Large Panels T. Kutta Holger Dette 61 2 0 04 May 2022
Detecting relevant changes in the spatiotemporal mean function Holger Dette P. Quanz TTA 25 6 0 09 Mar 2022
An RKHS approach for pivotal inference in functional linear regression Holger Dette Jiajun Tang 47 0 0 16 Feb 2022
Location-Adaptive Change-Point Testing for Time Series Linlin Dai R. She 8 0 0 28 Oct 2021
Confidence surfaces for the mean of locally stationary functional time series Holger Dette Weichi Wu 50 4 0 08 Sep 2021
Nonasymptotic one-and two-sample tests in high dimension with unknown covariance structure Gilles Blanchard Jean-Baptiste Fermanian 23 2 0 01 Sep 2021
Statistical inference for the slope parameter in functional linear regression T. Kutta Gauthier Dierickx Holger Dette 58 4 0 16 Aug 2021
On the estimation of locally stationary functional time series Daisuke Kurisu 83 6 0 25 May 2021
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach Holger Dette K. Kokot 70 17 0 12 Jun 2020
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 24 3 0 14 Apr 2020
Pivotal tests for relevant differences in the second order dynamics of functional time series Anne van Delft Holger Dette 20 2 0 09 Apr 2020
Quantifying deviations from separability in space-time functional processes Holger Dette Gauthier Dierickx T. Kutta 19 9 0 26 Mar 2020
Detecting structural breaks in eigensystems of functional time series Holger Dette T. Kutta 32 12 0 18 Nov 2019
Two-sample tests for relevant differences in the eigenfunctions of covariance operators Alexander Aue Holger Dette Gregory Rice 14 7 0 13 Sep 2019
Specification testing in semi-parametric transformation models Nick Kloodt N. Neumeyer Ingrid Van Keilegom 13 2 0 02 Jul 2019