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Author

Patrick Bastian

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Preprint Aug 2026

Change Point Detection and Localization in High-Dimensional Time Series

High-dimensional analogue: H\"older-Gauss-approximations, which can be (roughly) interpreted as the Gaussian approximation for a H\"older-norm of the high-dimensional partial sum process of the high-dimensional partial sum process is presented.

Patrick Bastian, Daria Tieplova, Nina Dörnemann et al. · 0 citations
Preprint Jul 2026

Selfnormalization for relevant inference with supremum-type statistics

We develop a selfnormalized approach to inference for relevant changes in functional time series measured by the supremum norm. The main difficulty is that the supremum norm is not Hadamard differentiable, so standard projection-based selfnormalization does not apply and the limiting distribution may depend on the geom...

Patrick Bastian · 1 citation

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