| Publication | Date of Publication | Type |
|---|
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
Electronic Journal of Statistics | 2026-10-02 | Paper |
A New Approach for Homogeneity Pursuit in Short Panel Data Analysis
Journal of the American Statistical Association | 2026-08-27 | Paper |
Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics
Journal of the American Statistical Association | 2026-08-27 | Paper |
Random interval distillation for detection of change-points in Markov chain Bernoulli networks
Electronic Journal of Statistics | 2026-04-29 | Paper |
Confidence surfaces for the mean of locally stationary functional time series
Statistica Sinica | 2026-04-15 | Paper |
Uniform variance reduced simultaneous inference of time-varying correlation networks
IEEE Transactions on Information Theory | 2026-03-18 | Paper |
Inference for time-varying factor models under local stationarity
Journal of Econometrics | 2026-02-18 | Paper |
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests
Biometrika | 2025-03-19 | Paper |
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics
(available as arXiv preprint) | 2025-01-01 | Paper |
Convergence of covariance and spectral density estimates for high-dimensional functional time series
(available as arXiv preprint) | 2025-01-01 | Paper |
Tractably modelling dependence in networks beyond exchangeability
Bernoulli | 2024-11-05 | Paper |
Prediction in Locally Stationary Time Series
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Nonparametric Inference for Time-Varying Coefficient Quantile Regression
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Multiscale jump testing and estimation under complex temporal dynamics
Bernoulli | 2024-07-02 | Paper |
Detecting long-range dependence for time-varying linear models
Bernoulli | 2024-07-02 | Paper |
| Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics | 2023-10-03 | Paper |
Comparing time varying regression quantiles under shift invariance
Bernoulli | 2023-03-22 | Paper |
Identifying shifts between two regression curves
Annals of the Institute of Statistical Mathematics | 2021-09-28 | Paper |
| Confidence surfaces for the mean of locally stationary functional time series | 2021-09-08 | Paper |
Confidence surfaces for the mean of locally stationary functional time series
(available as arXiv preprint) | 2021-01-01 | Paper |
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
The Annals of Statistics | 2020-01-15 | Paper |
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
The Annals of Statistics | 2020-01-15 | Paper |
Change point analysis of correlation in non-stationary time series
STATISTICA SINICA | 2019-08-01 | Paper |
Identifying shifts between two regression curves
(available as arXiv preprint) | 2019-01-01 | Paper |
Gradient-based structural change detection for nonstationary time series M-estimation
The Annals of Statistics | 2018-06-29 | Paper |
Simultaneous quantile inference for non-stationary long-memory time series
Bernoulli | 2018-03-27 | Paper |
