Related papers: Testing for cross-quantilogram change
We present a proposal for the estimation of B\"uttiker-Landauer traversal time based on the visibility of transmission current. We analyze the tunneling phenomena with a time-dependent potential and obtain the time-dependent transmission…
The probability distribution of a time measurement $T_x$ at position $x$ can be inferred from the probability distribution of a position measurement $X_t$ at time $t$ as given by the Born rule [Time-of-arrival distributions for continuous…
Granger-causality in the frequency domain is an emerging tool to analyze the causal relationship between two time series. We propose a bootstrap test on unconditional and conditional Granger-causality spectra, as well as on their…
We say that the signs of association measures among three variables {X, Y, Z} are transitive if a positive association measure between the variable X and the intermediate variable Y and further a positive association measure between Y and…
We propose a new statistical hypothesis testing framework which decides visually, using confidence intervals, whether the means of two samples are equal or if one is larger than the other. With our method, the user can at the same time…
For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…
We critically discuss the measure of very short time intervals. By means of a "gedankenexperiment", we describe an ideal clock based on the occurrence of completely random events. We show that the minimum time interval Delta t that this…
Singly-ionized ytterbium, with ultra-narrow optical clock transitions at 467 nm and 436 nm, is a convenient system for the realization of optical atomic clocks and tests of present-day variation of fundamental constants. We present the…
For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and…
Due to the inevitable existence of quantum effects, a classical description generically breaks down after a finite quantum break-time $t_q$. We aim to find criteria for determining $t_q$. To this end, we construct a new prototype model that…
Statistical techniques play a large role in the structural health monitoring of instrumented infrastructure, such as a railway bridge constructed with an integrated network of fibre optic sensors. One possible way to reason about the…
Separate constituents of extended systems measure proper-times on different world-lines. Relating and comparing proper-time measurements along any two such world-lines requires that common simultaneity be possible, which in turn implies…
We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is…
Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect.…
Assessing whether two patient populations exhibit comparable event dynamics is essential for evaluating treatment equivalence, pooling data across cohorts, or comparing clinical pathways across hospitals or strategies. We introduce a…
The Portmanteau test provides the vanilla method for detecting serial correlations in classical univariate time series analysis. The method is extended to the case of observations from a locally stationary functional time series. Asymptotic…
Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra.…
The theory of continuous quantum measurement allows to reconstruct the state $\rho_t$ of a system from a continuous stochastic measurement record $I_t$. However, this truly continuous-time signal $I_t$ is never available in practice. In…
Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…
In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…