Dr. Patrick Bastian

• Bastian, P., Basu, R., Dette, H.(2025).
  Uniform confidence bands for joint angles across different fatigue phases. 
  New Trends in Functional Statistics and Related Fields
• Bastian, P.(2025).
  Choosing the Right Norm for Change Point Detection in Functional Data. 
  Electronic Journal of Statistics
• Bastian, P.(2025).
  Detecting relevant deviations from the white noise assumption for non-stationary time series. 
  Journal of Time Series Analysis.
• 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

• Bastian, P., Kutta T., Basu, R., Dette, H. (2025).
  Monitoring Time Series for Relevant Changes.
  arXiv: 2509.01756
• Bastian, P., Kutta, T. (2025).
  TWIN: Two window inspection for online change point detections.
  arXiv: 2510.11348
• Bastian, P., Dette, H., Dunsche, M.(2025).
  Differentially private testing for relevant dependencies in high dimensions.
  arXiv: 2511.17167
• Dunsche, M., Bastian, P., Maehren, M., Erinola, E., Merget, R., Bissantz, N., Dette, H., Schwenk, J.(2025).
  Silent: A new lens on statistics in software timing side channels..
  arXiv: 2504.19821
• Bastian, P., Dette, H. (2025).
  Multiscale detection of practically significant changes in a gradually varying time series.
  arXiv: 2504.15872 
• Bastian, P., Bissantz, N. (2025).
  Detecting relefant dependencies under measurement error with applications to the analysis of planetary system evolution.
  arXiv: 2504.05055 
• Florian, H., Bastian, P., Dette, H. (2025).
  Sequential Outlier Detection in Non-Stationary Time-Series.
  arXiv: 2502.18038

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