395 citations · 969 across the 46 of their papers we have counts for
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stat.ME2016★ 14 cited
SLANTS: Sequential Adaptive Nonlinear Modeling of Vector Time Series
Qiuyi Han, Jie Ding, Edoardo Airoldi +1
We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underl…
stat.ME2016★ 18 cited
Multiple Change Point Analysis: Fast Implementation And Strong Consistency
Jie Ding, Yu Xiang, Lu Shen +1
One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractab…