Florian Heinrichs

A portmanteau-type test for detecting serial correlation in locally stationary functional time series

H. Dette, Axel Bücher, Florian Heinrichs, 2020, Statistical Inference for Stochastic Processes.

Detecting deviations from second-order stationarity in locally stationary functional time series

H. Dette, Axel Bücher, F. Heinrichs, 2018, Annals of the Institute of Statistical Mathematics.

Functional Neural Networks: Shift invariant models for functional data with applications to EEG classification

Corinna Weber, Florian Heinrichs, Mavin Heim, 2023, ICML.

A distribution free test for changes in the trend function of locally stationary processes

H. Dette, F. Heinrichs, Florian Heinrichs, 2020, Electronic Journal of Statistics.

Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators

Holger Dette, Axel Bucher, Florian Heinrichs, 2020, The Annals of Statistics.