TRR 391 Publications
Working Papers
Bastian, P. (2025). Choosing the right norm for change point detection in functional data. arXiv. DOI: 10.48550/arXiv.2501.04476.
Bai, L., Dette, H., Wu, W. (2025). A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags. arXiv. DOI: 10.48550/arXiv.2501.00118.
Gierse, J., Fried, R. (2024). Nonparametric directional variogram estimation in the presence of outlier blocks. arXiv. DOI: 10.48550/arXiv.2412.01464.
Dette, H., Kroll, M. (2024). Detecting practically significant dependencies in infinite dimensional data via distance correlations. arXiv. DOI: 10.48550/arXiv.2411.16177.
Bastian, P. (2024). Detecting relevant deviations from the white noise assumption for non-stationary time series. arXiv. DOI: 10.48550/arXiv.2411.06909.
Molodchyk, O., Teutsch, J., Faulwasser, T. (2024). Towards safe Bayesian optimization with Wiener kernel regression. arXiv. DOI: 10.48550/arXiv.2411.02253.
Bücher, A., Dette, H. (2024). On the lack of weak continuity of Chatterjee's correlation coefficient. arXiv. DOI: 10.48550/arXiv.2410.11418.
Boulin, A. (2024). Estimating max-stable random vectors with discrete spectral measure using model-based clustering arXiv. DOI: 10.48550/arXiv.2402.01609.