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stat.ME2026
Change-point estimation for Weibull time series with copula-based Markov models
Li-Hsien Sun, Zong-Yuan Huang, Yi-Ling Huang +2
We study offline change-point estimation for time series data exhibiting nonlinear serial dependence. To address this problem, we propose a copula-based Markov chain model with Wei…
stat.ME2024
Detecting Structural Shifts and Estimating Change-Points in Interval-Based Time Series
Li-Hsien Sun, Zong-Yuan Huang, Chi-Yang Chiu +1
This paper addresses the open problem of conducting change-point analysis for interval-valued time series data using the maximum likelihood estimation (MLE) framework. Motivated by…