Peiyan Qi

Available identifiers

Publication	Date of Publication	Type
MOSUM monitoring for variance change in nonparametric regression models	2022-06-29	Paper
Monitoring distributional changes of squared residuals in GARCH models	2017-04-27	Paper
Sequential Monitoring for Changes in Models with a Polynomial Trend	2016-05-30	Paper
Sequential monitoring variance changes in location model	2016-05-25	Paper
Structural change monitoring for random coefficient autoregressive time series	2015-06-24	Paper
Monitoring parameter changes in RCA(\(p\)) models	2015-01-29	Paper
Monitoring persistent change in a heavy-tailed sequence with polynomial trends	2014-08-07	Paper
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence	2012-12-07	Paper
Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise	2011-09-29	Paper
Detecting change-points in the mean of nonparametric regression models with unit-roots errors	2011-07-19	Paper
Detection of change point in nonparametric function with unit-root noise by wavelet	2011-03-23	Paper
Wavelet detection of jumping points in a nonparametric function with the unit-root noise	2010-11-05	Paper
Wavelet estimation of change points of heavy-tailed processes with infinite variance	2009-11-11	Paper

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