Likai Chen

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20222026

most citedHigh-dimensional inference on jumps in nonparametric time series regression models

1 citations · 1 across the 6 of their papers we have counts for

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Showing 2022 · math.STShow all

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math.ST2022

$ℓ^{2}$ Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

Jiaqi Li, Likai Chen, Weining Wang +1

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving su…

ℓ2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

$ℓ^{2}$ Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM