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stat.ME2026
Recursive Multiple Change Point Detection of Nonstationary Time Series: Instability Tests, Estimation and Confidence Intervals
Leheng Cai, Zhou Zhou
We develop bootstrap-assisted robust binary segmentation (BARBS), a recursive binary segmentation method for multiple change point detection under general nonstationary temporal dy…
math.ST2026
Simultaneous Inference for Nonlinear Time Series, a Sieve M-regression Approach
Tianpai Luo, Zhou Zhou
This paper studies simultaneous inference of conditional distributions in nonlinear time series from a sieve M-regression perspective. Existing literature on sieve M-regression has…