5 citations · 8 across the 5 of their papers we have counts for
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stat.ME2024
Change point analysis with irregular signals
Tobias Kley, Yuhan Philip Liu, Hongyuan Cao +1
This paper considers the problem of testing and estimation of change point where signals after the change point can be highly irregular, which departs from the existing literature…
stat.ME2024★ 3 cited
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
Haeran Cho, Tobias Kley, Housen Li
For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to…
stat.ME2018
Model assessment for time series dynamics using copula spectral densities: a graphical tool
Stefan Birr, Tobias Kley, Stanislav Volgushev
Finding parametric models that accurately describe the dependence structure of observed data is a central task in the analysis of time series. Classical frequency domain methods pr…