108 citations · 152 across the 9 of their papers we have counts for
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stat.ME2023
Optimal Short-Term Forecast for Locally Stationary Functional Time Series
Yan Cui, Zhou Zhou
Accurate curve forecasting is of vital importance for policy planning, decision making and resource allocation in many engineering and industrial applications. In this paper we est…
stat.ME2018★ 7 cited
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu, Zhou Zhou
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from…
stat.ME2015
Change point analysis of second order characteristics in non-stationary time series
Holger Dette, Weichi Wu, Zhou Zhou
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the nul…