Author

Tim Kutta

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Preprint Oct 2026

Goodness-of-Fit Testing for Groupwise Spherical Error Structures

The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the covariance structure of errors. One convenient assumption is what we call groupwise sphericity: that errors are uncorrelated across individual...

Daria Tieplova, Nina Dörnemann, Tim Kutta · 0 citations

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 Sep 2026

Online Change-Point Monitoring for Object-valued Time Series

We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space embeddings, a monitoring-time-dependent projection, and self-normalization. It is computable entirely from pairwise distances, does not requir...

Yi Zhang, Tim Kutta, Xiao-Feng Shao · 0 citations