Related papers: Testing for cross-quantilogram change
The so-called measurement problem of quantum theory (QT) is still lacking a satisfactory, or at least widely agreed upon, solution. A number of theories, known as interpretations of quantum theory, have been proposed and found differing…
A possibility for fundamental constants to vary in time is suggested by theories unifying gravity with other interactions. In this article we examine proposals to use optical transitions of Sr, Dy, YbII and YbIII for the search of the time…
We study the prospects of using transitions from the ytterbium ground state to metastable states $^3{\rm P}^{\rm o}_2$ at $E=19\,710.388~$cm$^{-1}$ and $4f^{13}5d6s^2\,(J=2)$ at $E=23\,188.518~$cm$^{-1}$ as clock transitions in an optical…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
We investigate cross-correlations in the tunneling currents through two parallel quantum dots coupled to independent electrodes and gates and interacting via an inter-dot Coulomb interaction. The correlations reveal additional information,…
A method of measuring time intervals by a single observer proposed by Crowell is extended to the more general case when the events separated by the time interval take place at two points characterized by the same y=y' space coordinates. We…
In many modern applications, a dependent functional response is observed for each subject over repeated time, leading to longitudinal functional data. In this paper, we propose a novel statistical procedure to test whether the mean function…
Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…
An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…
We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on…
In time series analysis, traditional bootstrapping methods often fall short due to their assumption of data independence, a condition rarely met in time-dependent data. This paper introduces tsbootstrap, a python package designed…
We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic.…
The $K$ sample problem for high-dimensional vector time series is studied, especially focusing on sensor data streams, in order to analyze the second moment structure and detect changes across samples and/or across variables cumulated sum…
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…
Numerical studies are presented to assess error estimates for a separable (Hartree) approximation for dynamically evolving composite quantum systems which exhibit distinct scales defined by their mass and frequency ratios. The relevant…
Quantiles can represent key operational and business metrics, but the computational challenges associated with inference has hampered their adoption in online experimentation. One-sample confidence intervals are trivial to construct;…
If quantum information processors are to fulfill their potential, the diverse errors that affect them must be understood and suppressed. But errors typically fluctuate over time, and the most widely used tools for characterizing them assume…
In the present paper we introduce a way of identifying quantum phase transitions of many-body systems by means of local time correlations and Leggett-Garg inequalities. This procedure allows to experimentally determine the quantum critical…
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…
Many psychological experiments have subjects repeat a task to gain the statistical precision required to test quantitative theories of psychological performance. In such experiments, time-on-task can have sizable effects on performance,…