Author

Tim Kutta

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Preprint Oct 2026

Goodness-of-Fit Testing for Groupwise Spherical Error Structures

The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the covariance structure of errors. One convenient assumption is what we call groupwise sphericity: that errors are uncorrelated across individual...

Daria Tieplova, Nina Dörnemann, Tim Kutta · 0 citations

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 Sep 2026

Online Change-Point Monitoring for Object-valued Time Series

We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space embeddings, a monitoring-time-dependent projection, and self-normalization. It is computable entirely from pairwise distances, does not requir...

Yi Zhang, Tim Kutta, Xiao-Feng Shao · 0 citations