Author

Patrick Bastian

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Preprint Aug 2026

Change Point Detection and Localization in High-Dimensional Time Series

We present new inference tools for change point detection in high-dimensional time series. We discuss two distinct statistical applications: First, sequential change point testing in an incoming data-stream. Second, retrospective localization of multiple changes, with confidence intervals at a globally controlled error...

Patrick Bastian, Daria Tieplova, Nina Dörnemann et al. · 0 citations

Preprint Jul 2026

Selfnormalization for relevant inference with supremum-type statistics

We develop a selfnormalized approach to inference for relevant changes in functional time series measured by the supremum norm. The main difficulty is that the supremum norm is not Hadamard differentiable, so standard projection-based selfnormalization does not apply and the limiting distribution may depend on the geom...

Patrick Bastian · 1 citation