Dr. Patrick Bastian

• Bastian, P., Dette, H. (2024).
  Gradual changes in functional time series.
  Journal of Time Series Analysis.
• Bastian, P., Dette, H., Heiny, J. (2024).
  Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics. 
  Annals of Statistics.
• Bastian, P., Basu, R., Dette, H. (2024).
  Multiple change point detection in functional data with applications to biomechanical fatigue data. 
  Annals of Applied Statistics.
• Bastian, P., Dette, H., Koletzko, L. and Möllenhoff, K. (2023).
  Comparing regression curves: an L1 point of view. 
  Annals of the Institute of Statistical Mathematics.
• Bastian, P., Dette, H. and Koletzko, L. (2023)
  Testing equivalence of multinomial distributions -- a constrained bootstrap approach. 
  Statistics and Probability Letters

Eingereicht

• Florian, H., Bastian, P., Dette, H. (2025).
  Sequential Outlier Detection in Non-Stationary Time-Series.
  arXiv: 2502.18038
• Bastian, P. (2025).
  Choosing the Right Norm for Change Point Detection in Functional Data.
  arXiv: 2501.04476
• Bastian, P., Basu, R., Dette, H. (2025).
  Uniform confidence bands for joint angles across different fatigue phases..
  arXiv: 2502.08430
• Bastian, P. (2024).
  Detecting relevant deviations from the white noise assumption for non-stationary time series.
  arXiv: 2411.06909

Abschlussarbeiten

• Testing for practically significant dependencies in high dimensions via bootstrapping.
  Dissertation Mathematik, Ruhr-Universität Bochum, 2024
  Simultan Masterarbeit via Fast-Track
  Prof. Dr. Holger Dette
• On the covariance and continuity structure of Gauss-Markov processes.
  Bachelorarbeit Mathematik, Ruhr-Universität Bochum, 2018
  Prof. Dr. Holger Dette