Related papers: Regime variance testing - a quantile approach
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…
Consider $n$ independent measurements, with the additional information of the times at which measurements are performed. This paper deals with testing statistical hypotheses when $n$ is large and only a small amount of observations…
We study the dynamics of a single inertial run-and-tumble particle on a straight line. The motion of this particle is characterized by two intrinsic time-scales, namely, an inertial and an active time-scale. We show that interplay of these…
Change point analysis has become an important research topic in many fields of applications. Several research work has been carried out to detect changes and its locations in time series data. In this paper, a nonparametric method based on…
We study the dynamics of a flexible fiber freely moving in a three-dimensional fully-developed turbulent field and present a phenomenological theory to describe the interaction between the fiber elasticity and the turbulent flow. This…
We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…
Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…
The thermodynamic properties of nuclei are studied in a mean field model using a Skryme interaction. Properties of two component systems are investigated over the complete range of proton fraction from a system of pure neutrons to a system…
A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…
Accurate control of quantum systems requires precise measurement of the parameters that govern the dynamics, including control fields and interactions with the environment. Parameters will drift in time and experiments interleave protocols…
In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…
In this work we investigate symmetry breaking in the presence of a turbulent environment. The transition from a symmetric state to a symmetry-breaking state is demonstrated using two examples: (i) the transition of a two-dimensional flow to…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of…
Molecule- and particle-based simulations provide the tools to test, in microscopic detail, the validity of classical nucleation theory. In this endeavour, determining nucleation mechanisms and rates for phase separation requires an…
Identifying the instances of jumps in a discrete-time-series sample of a jump diffusion model is a challenging task. We have developed a novel statistical technique for jump detection and volatility estimation in a return time series data…
We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…
There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…