Related papers: Testing for cross-quantilogram change
The problem of testing the equality of the generating processes of two categorical time series is addressed in this work. To this aim, we propose three tests relying on a dissimilarity measure between categorical processes. Particular…
We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…
This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…
We demonstrate the consistency of cross validation for comparing multiple density estimators using simple inequalities on the likelihood ratio. In nonparametric problems, the splitting of data does not require the domination of test data…
We review data analysis techniques that can be used to study temporal correlations among conductance traces in break junction measurements. We show that temporal histograms are a simple but efficient tool to check the temporal homogeneity…
Detecting abrupt changes in the mean of a time series, so-called changepoints, is important for many applications. However, many procedures rely on the estimation of nuisance parameters (like long-run variance). Under the alternative (a…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…
In this paper we propose using a nonparametric model specification test for parametric time series with long-range dependence (LRD). To establish asymptotic distributions of the proposed test statistic, we develop new central limit theorems…
We study the time evolution of two coupled quantum harmonic oscillators interacting through nonlinear optomechanical-like Hamiltonians that include cross-Kerr interactions. We employ techniques developed to decouple the time-evolution…
To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…
We consider two non-longitudinal Doppler Effect experiments. The first one involves a stationary source of monochromatic light located at the origin O of the K(XOY) inertial reference frame and an observer R who performs the hyperbolic…
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…
Given independent random variables $Y_1, \ldots, Y_n$ with $Y_i \in \{0,1\}$ we test the hypothesis whether the underlying success probabilities $p_i$ are constant or whether they are periodic with an unspecified period length of $r \ge 2$.…
We show that the diagonal matrix elements of the effective Hamiltonian governing the time evolution in the subspace of states of an unstable particle and its antiparticle need not be equal at $t > t_{0}$ ($t_{0}$ is the instant of creation…
For quantum effects $a$ and $b$ we define the $a$-evolution of $b$ at time $t$ denoted by $b(t\mid a)$. We interpret $b(t\mid a)$ as the influence that $a$ has on $b$ at time $t$ when $a$ occurs, but is not measured at time $t=0$. Using…
We describe the conditional and unconditional dynamics of two coupled quantum dots when one dot is subjected to a measurement of its occupation number using a single electron transistor (SET). The measurement is made when the bare tunneling…
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…
The Pettitt test has been widely used in climate change and hydrological analyzes. However, studies evidence difficulties of this test in detecting change points, especially in small samples. This study presents a bootstrap application of…
It is increasingly common to collect pre-post data with pseudonyms or self-constructed identifiers. On survey responses from sensitive populations, identifiers may be made optional to encourage higher response rates. The ability to match…