Tensor changepoint detection and eigenbootstrap
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Cites work
- scientific article; zbMATH DE number 5713428 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- A comparison of single and multiple changepoint techniques for time series data
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- Applied matrix and tensor variate data analysis
- Asymptotics for weakly dependent errors-in-variables
- Basic properties of strong mixing conditions. A survey and some open questions
- CONTINUOUS INSPECTION SCHEMES
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Changepoint estimation for dependent and non-stationary panels.
- Changepoint in dependent and non-stationary panels
- Common breaks in means and variances for panel data
- Darling-Erdős limit results for change-point detection in panel data
- Data Segmentation for Time Series Based on a General Moving Sum Approach
- Detection of structural breaks in linear dynamic panel data models
- Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of heterogeneous panels with structural breaks
- Extensions of some classical methods in change point analysis
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- High dimensional efficiency with applications to change point tests
- Infinitely stochastic micro reserving
- Monitoring Network Changes in Social Media
- Multimodal and tensor data analytics for industrial systems improvement
- Multivariate GARCH Models
- Note on the Berry-Esseen Theorem
- Nuisance-parameter-free changepoint detection in non-stationary series
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Shrinkage estimation of regression models with multiple structural changes
- Structural breaks in dependent, heteroscedastic, and extremal panel data.
- Structural breaks in panel data: large number of panels and short length time series
- Structural breaks in time series
- Tensor Decompositions and Applications
- Tensor methods in statistics
- Testing That a Dependent Process Is Uncorrelated
- Testing for change points in time series
- Testing structural changes in panel data with small fixed panel size and bootstrap
- The state of cumulative sum sequential changepoint testing 70 years after page
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
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