most citedNonparametric method of structural break detection in stochastic time series regression model

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stat.ME2026

A nonparametric approach to understand multivariate quantile dynamics in financial time series

Kunal Rai, Archi Roy, Itai Dattner +1

Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In th…

stat.ME2024★ 1 cited

Nonparametric method of structural break detection in stochastic time series regression model

Archi Roy, Moumanti Podder, Soudeep Deb

We propose a novel nonparametric test to detect structural breaks in the conditional mean and/or variance of a time series. Our method does not assume any specific parametric form…