| Publication | Date of Publication | Type |
|---|
A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
Journal of the American Statistical Association | 2024-12-10 | Paper |
Asymptotically constant risk estimator of the time-average variance constant
Biometrika | 2024-11-13 | Paper |
Threshold Estimation via Group Orthogonal Greedy Algorithm
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Burn-in selection in simulating stationary time series
Computational Statistics and Data Analysis | 2024-06-12 | Paper |
Functional Threshold Autoregressive Model
STATISTICA SINICA | 2024-04-15 | Paper |
Asymptotic spectral theory for spatial data
Stochastics | 2023-07-13 | Paper |
| Time Series Analysis for Longitudinal Survey Data Under Informative Sampling and Nonignorable Missingness | 2023-07-13 | Paper |
Penalized Whittle likelihood for spatial data
Journal of Multivariate Analysis | 2023-03-17 | Paper |
Spatial sampling design using generalized Neyman-Scott process
Journal of Agricultural, Biological and Environmental Statistics | 2022-10-18 | Paper |
Inference for Structural Breaks in Spatial Models
STATISTICA SINICA | 2022-10-13 | Paper |
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
Econometric Theory | 2022-09-12 | Paper |
Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm
Japanese Journal of Statistics and Data Science | 2022-08-23 | Paper |
GARCH-type factor model
Journal of Multivariate Analysis | 2022-05-23 | Paper |
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
Statistical Papers | 2022-04-07 | Paper |
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Frequency domain bootstrap methods for random fields
Electronic Journal of Statistics | 2022-02-09 | Paper |
Optimal change-point estimation in time series
The Annals of Statistics | 2021-12-03 | Paper |
Group orthogonal greedy algorithm for change-point estimation of multivariate time series
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Fitting time series models for longitudinal surveys with nonignorable missing data
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
Annals of the Institute of Statistical Mathematics | 2021-05-03 | Paper |
Lasso based variable selection of ARMA models
STATISTICA SINICA | 2021-04-27 | Paper |
| Self-normalized sequential change-point detection | 2021-04-27 | Paper |
On higher-order moment and cumulant estimation
Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
On Bartlett correction of empirical likelihood for regularly spaced spatial data
The Canadian Journal of Statistics | 2020-04-28 | Paper |
Generalized threshold latent variable model
Electronic Journal of Statistics | 2019-07-12 | Paper |
A pairwise likelihood-based approach for changepoint detection in multivariate time series models
Biometrika | 2019-06-24 | Paper |
Inference for multiple change points in time series via likelihood ratio scan statistics
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Forecasting Online Auctions via Self‐Exciting Point Processes
Journal of Forecasting | 2018-10-12 | Paper |
Information criterion of seriously over-fitting change-point models
Statistics and Its Interface | 2018-05-14 | Paper |
Test for the existence of finite moments via bootstrap
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
LARS-type algorithm for group Lasso
Statistics and Computing | 2018-03-07 | Paper |
High-order corrected estimator of asymptotic variance with optimal bandwidth
Scandinavian Journal of Statistics | 2018-01-04 | Paper |
Estimation of multiple-regime threshold autoregressive models with structural breaks
Journal of the American Statistical Association | 2017-10-13 | Paper |
Group Lasso for structural break time series
Journal of the American Statistical Association | 2017-08-04 | Paper |
Sequential change-point detection in time series models based on pairwise likelihood
STATISTICA SINICA | 2017-04-18 | Paper |
Factor modelling for high-dimensional time series: inference and model selection
Journal of Time Series Analysis | 2017-03-16 | Paper |
| Inference for Multiple Change-points in Linear and Non-linear Time Series Models | 2017-03-02 | Paper |
Nonlinear error correction model and multiple-threshold cointegration
Statistica Sinica | 2016-10-26 | Paper |
Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
Journal of Time Series Analysis | 2016-08-30 | Paper |
New recursive estimators of the time-average variance constant
Statistics and Computing | 2016-06-10 | Paper |
LASSO estimation of threshold autoregressive models
Journal of Econometrics | 2015-10-30 | Paper |
Empirical likelihood in long-memory time series models
Journal of Time Series Analysis | 2014-11-20 | Paper |
On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
Electronic Journal of Statistics | 2014-09-05 | Paper |
Likelihood inference for discriminating between long-memory and change-point models
Journal of Time Series Analysis | 2014-02-25 | Paper |
Consistency of minimum description length model selection for piecewise stationary time series models
Electronic Journal of Statistics | 2013-05-29 | Paper |
| scientific article; zbMATH DE number 6117837 (Why is no real title available?) | 2012-12-21 | Paper |
| Comments on pairwise likelihood in time series models | 2011-02-10 | Paper |
