1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2020★ 1 cited
Estimation and Inference of Time-Varying Auto-Covariance under Complex Trend: A Difference-based Approach
Yan Cui, Michael Levine, Zhou Zhou
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it i…
stat.ME2019
State-domain Change Point Detection for Nonlinear Time Series Regression
Yan Cui, Jun Yang, Zhou Zhou
Change point detection in time series has attracted substantial interest, but most of the existing results have been focused on detecting change points in the time domain. This pap…