Showing 1–20 of 31 results
/ Date/ Name
Nov 27, 2020Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithmMay 23, 2022Robust multiscale estimation of time-average variance for time series segmentationNov 25, 2016Modelling and forecasting daily electricity load curves: a hybrid approachNov 25, 2016A test for second-order stationarity of time series based on unsystematic sub-samplesJan 16, 2022FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time seriesJul 3, 2025Covariance scanning for adaptively optimal change point detection in high-dimensional linear modelsSep 26, 2025Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time seriesNov 25, 2016Multiple-change-point detection for high dimensional time series via sparsified binary segmentationNov 26, 2016High-dimensional variable selection via tiltingFeb 10, 2024Detection and inference of changes in high-dimensional linear regression with non-sparse structuresMay 8, 2024Estimation and Inference for Change Points in Functional Regression Time SeriesDec 23, 2020Data segmentation algorithms: Univariate mean change and beyondMar 16, 2018Link prediction for interdisciplinary collaboration via co-authorship networkNov 25, 2016Change-point detection in panel data via double CUSUM statisticNov 25, 2016Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar waveletsNov 29, 2016Multiscale and multilevel technique for consistent segmentation of nonstationary time seriesJun 4, 2017High-dimensional GARCH process segmentation with an application to Value-at-RiskJul 12, 2024Tail-robust factor modelling of vector and tensor time series in high dimensionsApr 13, 2026Detection and Mode-Identification of Multiple Change Points in Tensor Factor ModelsJun 25, 2020Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'