Are deviations in a gradually varying mean relevant? A testing approach
based on sup-norm estimators

Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators

14 February 2020

Axel Bücher

Florian Heinrichs

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Papers citing "Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators"

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Title
Detecting relevant deviations from the white noise assumption for non-stationary time series Patrick Bastian 59 0 0 11 Nov 2024
OML-AD: Online Machine Learning for Anomaly Detection in Time Series Data Sebastian Wette Florian Heinrichs AI4TS 74 1 0 15 Sep 2024
Gradual changes in functional time series Patrick Bastian Holger Dette AI4TS 106 3 0 10 Jul 2024
Monitoring Machine Learning Models: Online Detection of Relevant Deviations Florian Heinrichs 54 3 0 26 Sep 2023
Predictive change point detection for heterogeneous data Anna-Christina Glock F. Sobieczky Johannes Furnkranz Peter Filzmoser M. Jech 61 1 0 11 May 2023
A distribution free test for changes in the trend function of locally stationary processes Holger Dette Florian Heinrichs 32 6 0 22 May 2020