| Publication | Date of Publication | Type |
|---|
Online monitoring variance change in a linear regression model with long-memory errors
Communications in Statistics. Theory and Methods | 2026-01-22 | Paper |
A fluctuation test for structural change detection in heterogeneous panel data models
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models
Stat | 2024-06-03 | Paper |
| scientific article; zbMATH DE number 7651559 (Why is no real title available?) | 2023-02-09 | Paper |
Monitoring mean and variance change-points in long-memory time series
Journal of Systems Science and Complexity | 2022-08-19 | Paper |
Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
Communications in Statistics. Simulation and Computation | 2022-06-29 | Paper |
Ratio detections for change point in heavy tailed observations
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Sequential change-point detection in a multinomial logistic regression model
Open Mathematics | 2021-11-29 | Paper |
| Causality test of time-varying information spillover in HS300 stock index futures-spot market -- based on DCC-GARCH-Hong method and LRSM breakpoint test | 2021-07-01 | Paper |
| Estimation of structural change in multinomial logistic regression model | 2021-01-14 | Paper |
Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
Journal of Applied Statistics | 2020-12-04 | Paper |
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Economics Letters | 2019-06-04 | Paper |
Sieve bootstrap monitoring for change from short to long memory
Economics Letters | 2018-09-03 | Paper |
Sieve bootstrap monitoring persistence change in long memory process
Statistics and Its Interface | 2018-05-08 | Paper |
Monitoring distributional changes of squared residuals in GARCH models
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
| Monitoring distributional changes in autoregressive models based on a weighted empirical process of residuals | 2016-01-15 | Paper |
Variance change-point detection in panel data models
Economics Letters | 2015-09-29 | Paper |
Monitoring change in persistence against the null of difference-stationarity in infinite variance observations
Communications in Statistics. Simulation and Computation | 2015-06-03 | Paper |
Monitoring parameter changes in RCA(\(p\)) models
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
Monitoring persistence change in infinite variance observations
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Ratio tests for variance change in nonparametric regression
Statistics | 2014-07-11 | Paper |
| A nonparametric test for multiple changes in the mean of independent random series | 2014-06-30 | Paper |
Moving ratio test for multiple changes in persistence
Journal of Systems Science and Complexity | 2013-02-06 | Paper |
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
Computational Statistics and Data Analysis | 2012-12-07 | Paper |
Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information
Control Theory & Applications | 2012-06-01 | Paper |
| Sequential monitoring variance change in linear regression model | 2011-07-19 | Paper |
Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Modified procedures for change point monitoring in linear models
Mathematics and Computers in Simulation | 2010-11-30 | Paper |
Monitoring change in persistence in linear time series
Statistics & Probability Letters | 2010-09-01 | Paper |
| Estimation of structural reliability for exponential strength and SGBVE distributed stress | 2007-06-11 | Paper |
