Related papers: Testing for cross-quantilogram change

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…

In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Understanding the dynamic relationship between RR and QT intervals is crucial for interpreting electrocardiograms (ECGs) and managing cardiac conditions. We investigated cross-correlation between RR and QT intervals in long-term ECG…

A new method to examine the time scale of particle emission from hot nuclei is explored. Excited projectile-like and target-like fragments decay as they separate following a peripheral heavy-ion collision. Their mutual Coulomb influence…

We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

Time crystals, a unique non-equilibrium quantum phenomenon with promising applications in current quantum technologies, mark a significant advance in quantum mechanics. Although traditionally studied in atom-cavity and optical lattice…

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter,…

We propose that measurements of time-of-arrival correlations in multi-partite systems can sharply distinguish between different approaches to the time-of-arrival problem. To show this, we construct a Positive-Operator-Valued measure for two…

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…

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…

An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a…

Young's double-slit experiment requires two waves produced simultaneously at two different points in space. In quantum mechanics the waves correspond to a single quantum object, even as complex as a big molecule. An interference is present…

We consider possible extensions to quantum mechanics proposed by Steven Weinberg, and re-analyze his prediction of a new test based upon three atomic clocks in the same atom. We propose realistic experimental systems where this hypothesis…

Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…

We derive differential equations for the modified Feynman propagator and for the density operator describing time-dependent measurements or histories continuous in time. We obtain an exact series solution and discuss its applications.…

This article studies bootstrap inference for high dimensional weakly dependent time series in a general framework of approximately linear statistics. The following high dimensional applications are covered: (1) uniform confidence band for…