Results 161 to 170 of about 8,616 (247)

Moderate Deviation Principles for Lacunary Trigonometric Sums

open access: yesMathematische Nachrichten, Volume 299, Issue 5, Page 1028-1044, May 2026.
ABSTRACT Classical works of Kac, Salem, and Zygmund, and Erdős and Gál have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random variables. For instance, they satisfy a central limit theorem (CLT) and a law of the iterated logarithm.
Joscha Prochno, Marta Strzelecka
wiley   +1 more source

Gradual Changes in Functional Time Series

open access: yesJournal of Time Series Analysis, Volume 47, Issue 3, Page 632-650, May 2026.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

Lipschitz-based robustness estimation for hyperdimensional learning. [PDF]

open access: yesFront Artif Intell
Yeung C   +5 more
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

open access: yesJournal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth   +2 more
wiley   +1 more source

Nonparametric Detection of a Time‐Varying Mean

open access: yesJournal of Time Series Analysis, Volume 47, Issue 3, Page 597-611, May 2026.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

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