| Publication | Date of Publication | Type |
|---|
Moving Sum Procedure for Change Point Detection under Piecewise Linearity
Technometrics | 2024-11-13 | Paper |
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
Journal of the American Statistical Association | 2024-11-01 | Paper |
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
Electronic Journal of Statistics | 2024-09-03 | Paper |
A test for second-order stationarity of time series based on unsystematic sub-samples
Stat | 2024-05-14 | Paper |
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
Journal of Time Series Analysis | 2024-04-15 | Paper |
Robust multiscale estimation of time-average variance for time series segmentation
Computational Statistics and Data Analysis | 2023-07-07 | Paper |
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Computational Statistics and Data Analysis | 2022-11-01 | Paper |
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Computational Statistics and Data Analysis | 2022-09-14 | Paper |
Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Annals of the Institute of Statistical Mathematics | 2021-09-25 | Paper |
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
Electronic Journal of Statistics | 2020-08-17 | Paper |
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
High Dimensional Variable Selection via Tilting
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Journal of Econometrics | 2018-08-29 | Paper |
Change-point detection in panel data via double CUSUM statistic
Electronic Journal of Statistics | 2016-09-07 | Paper |
Change-point detection in panel data via double CUSUM statistic
Electronic Journal of Statistics | 2016-01-01 | Paper |
Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series
Statistica Sinica | 2013-11-25 | Paper |
Modeling and forecasting daily electricity load curves: a hybrid approach
Journal of the American Statistical Association | 2013-04-26 | Paper |
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
STATISTICA SINICA | 2012-03-08 | Paper |
Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets
Statistics and Computing | 2011-09-08 | Paper |
