Dr. Patrick Bastian

• Dunsche, M., Bastian, P., Maehren, M., Erinola, E., Merget, R., Bissantz, N., Dette, H., Schwenk, J.(2027).
  Silent: A new lens on statistics in software timing side channels.
  ESORICS 2026 (LNCS 16968, pp. 3-22, first online: 08. Oct 2026)
• Bastian, P., Dette, H. (2026).
  Multiscale detection of practically significant changes in a gradually varying time seriesy.
  Electronic Journal of Statistics, 20 (1), 138-162
• Heinrichs, F., H., Bastian, P., Dette, H. (2025).
  Sequential Outlier Detection in Non-Stationary Time-Series.
  Journal of Time Series Analysis
• 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. (2025).
  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. (2024).
  Comparing regression curves: an L1 point of view. 
  Annals of the Institute of Statistical Mathematics.
• Bastian, P., Dette, H. and Koletzko, L. (2024)
  Testing equivalence of multinomial distributions -- a constrained bootstrap approach. 
  Statistics and Probability Letters

Eingereicht

• Bastian, P., Tieplova, D., Dörnemann, N., Kutta, T. (2026).
  Change Point Detection and Localization in High-Dimensional Time Series.
  arXiv: 2608.14344
• Bastian, P. (2026).
  Selfnormalization for relevant inference with supremum-type statistics.
  arXiv: 2607.27818
• Bastian, P., Kutta, T.(2026).
  Simultaneous Inference for Partially Observed Functional Time Series.
  Under revision: Biometrika
• Bastian, P., Kokoszka, P., Kutta, T. (2026).
  Quantifying stationarity in functional time series: a multiresolution method.
  Under revision: Electronic Journal of Statistics
• Bastian, P., Kutta T., Basu, R., Dette, H. (2026).
  Monitoring Time Series for Relevant Changes.
  Under revision at Journal of the American Statistical Association (JASA).
  arXiv: 2509.01756
• Bastian, P., Kutta, T. (2026).
  TWIN: Two window inspection for online change point detection.
  Reject &resubmit at Journal of the Royal Statistical Society, Series B (JRSSB).
  arXiv: 2510.11348
• Bastian, P., Dette, H., Dunsche, M.(2025).
  Differentially private testing for relevant dependencies in high dimensions.
  Under revision at SIAM Journal on Mathematics of Data Science.
  arXiv: 2511.17167
• Bastian, P., Bissantz, N. (2025).
  Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution.
  Under revision at Scandinavian Journal of Statistics.
  arXiv: 2504.05055 

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