Image de couverture de livre

Nonparametric data segmentation in multivariate time series via joint characteristic functions

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	McGonigle, Euan T., Cho, Haeran
Format:	Preprint
Publié:	2023
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

TrendLSW: Trend and Spectral Estimation of Nonstationary Time Series in R
par: McGonigle, Euan T., et autres
Publié: (2024)

MOPED: A moving sum method for change point detection in pairwise extremal dependence
par: McGonigle, Euan T., et autres
Publié: (2025)

Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
par: Dijk, Dylan, et autres
Publié: (2025)

Tail-robust factor modelling of vector and tensor time series in high dimensions
par: Barigozzi, Matteo, et autres
Publié: (2024)

FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
par: Barigozzi, Matteo, et autres
Publié: (2022)

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
par: Cho, Haeran, et autres
Publié: (2025)

Moving sum procedure for multiple change point detection in large factor models
par: Barigozzi, Matteo, et autres
Publié: (2024)

Detection and inference of changes in high-dimensional linear regression with non-sparse structures
par: Cho, Haeran, et autres
Publié: (2024)

Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models
par: Zhang, Yuqi, et autres
Publié: (2026)

Estimation and Inference for Change Points in Functional Regression Time Series
par: Kumar, Shivam, et autres
Publié: (2024)

‘Journey to the Future’: Temporal imaginaries in contemporary Dubai
par: Ross Cheung, et autres
Publié: (2024)

Missing data in non-stationary multivariate time series from digital studies in Psychiatry
par: Cai, Xiaoxuan, et autres
Publié: (2025)

A latent space model for multivariate count data time series analysis
par: Kaur, Hardeep, et autres
Publié: (2024)

A Bayesian location-scale joint model for time-to-event and multivariate longitudinal data with association based on within-individual variability
par: Palma, Marco, et autres
Publié: (2025)

Modelling multivariate ordinal time series using pairwise likelihood
par: Nalpantidi, Anna, et autres
Publié: (2026)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
par: Bai, Lujia, et autres
Publié: (2024)

Nonparametric method of structural break detection in stochastic time series regression model
par: Roy, Archi, et autres
Publié: (2024)

Semiparametric mean and variance joint models with Laplace link functions for count time series
par: Liu, Tianqing, et autres
Publié: (2024)

Bayesian repulsive mixture model for multivariate functional data
par: Pedroso, Ricardo Cunha, et autres
Publié: (2026)

Semiparametric mean and variance joint models with clipped-Laplace link functions for bounded integer-valued time series
par: Liu, Tianqing, et autres
Publié: (2024)

Applying non-negative matrix factorization with covariates to multivariate time series data as a vector autoregression model
par: Satoh, Kenichi
Publié: (2025)

A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
par: Liu, Yixuan, et autres
Publié: (2023)

A nonparametric approach to understand multivariate quantile dynamics in financial time series
par: Rai, Kunal, et autres
Publié: (2026)

Supervised low-rank approximation of high-dimensional multivariate functional data via tensor decomposition
par: Alam, Mohammad Samsul, et autres
Publié: (2024)

A dynamic copula model for probabilistic forecasting of non-Gaussian multivariate time series
par: Zito, John, et autres
Publié: (2025)

Nonparametric functional data classification and bandwidth selection in the presence of MNAR class variables
par: Mojirsheibani, Majid
Publié: (2025)

Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
par: Kim, Younghoon, et autres
Publié: (2023)

White noise testing for functional time series via functional quantile autocorrelation
par: López-Oriona, Ángel, et autres
Publié: (2026)

Depth-based estimation for multivariate functional data with phase variability
par: Arribas-Gil, Ana, et autres
Publié: (2026)

Nonparametric inference with massive data via grouped empirical likelihood
par: Wang, Yongda, et autres
Publié: (2025)

Continuous-time multivariate analysis
par: Paul, Biplab, et autres
Publié: (2023)

Computationally efficient segmentation for non-stationary time series with oscillatory patterns
par: Bianco, Nicolas, et autres
Publié: (2026)

The general linear hypothesis testing problem for multivariate functional data with applications
par: Zhu, Tianming
Publié: (2023)

Fast and flexible inference for joint models of multivariate longitudinal and survival data using Integrated Nested Laplace Approximations
par: Rustand, Denis, et autres
Publié: (2022)

Nonparametric multimodal regression for circular data
par: Alonso-Pena, María, et autres
Publié: (2020)

Infinitely divisible priors for multivariate survival functions
par: Brück, Florian
Publié: (2025)

Nonparametric efficient estimation of the longitudinal front-door functional
par: Breum, Marie S., et autres
Publié: (2025)

Cluster weighted models with multivariate skewed distributions for functional data
par: Anton, Cristina, et autres
Publié: (2025)

Nonstationary functional time series forecasting
par: Shang, Han Lin, et autres
Publié: (2024)

Robust changepoint detection in the variability of multivariate functional data
par: Ramsay, Kelly, et autres
Publié: (2021)