11 citations · 38 across the 12 of their papers we have counts for
4 papers · 1 filter
Change point detection and inference in multivariable nonparametric models under mixing conditions
Carlos Misael Madrid Padilla, Haotian Xu, Daren Wang +2
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range depende…
Change point inference in high-dimensional regression models under temporal dependence
Haotian Xu, Daren Wang, Zifeng Zhao +1
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t)…
Localising change points in piecewise polynomials of general degrees
Yi Yu, Sabyasachi Chatterjee, Haotian Xu
In this paper we are concerned with a sequence of univariate random variables with piecewise polynomial means and independent sub-Gaussian noise. The underlying polynomials are all…
A Study of the Allan Variance for Constant-Mean Non-Stationary Processes
Haotian Xu, Stéphane Guerrier, Roberto Molinari +1
The Allan Variance (AV) is a widely used quantity in areas focusing on error measurement as well as in the general analysis of variance for autocorrelated processes in domains such…