17 citations · 52 across the 10 of their papers we have counts for
10 papers
Tensor time series change-point detection in cryptocurrency network data
Andreas Anastasiou, Ivor Cribben
Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scam…
The state of play of reproducibility in Statistics: an empirical analysis
Xin Xiong, Ivor Cribben
Reproducibility, the ability to reproduce the results of published papers or studies using their computer code and data, is a cornerstone of reliable scientific methodology. Studie…
fabisearch: A Package for Change Point Detection in and Visualization of the Network Structure of Multivariate High-Dimensional Time Series in R
Martin Ondrus, Ivor Cribben
Change point detection is a commonly used technique in time series analysis, capturing the dynamic nature in which many real-world processes function. With the ever increasing trov…
Extremal Dependence in Australian Electricity Markets
Lin Han, Ivor Cribben, Stefan Trueck
Electricity markets are significantly more volatile than other comparable financial or commodity markets. Extreme price outcomes and their transmission between regions pose signifi…
Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity
Wei Zhang, Ivor Cribben, sonia Petrone +1
In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between…
Factorized Binary Search: change point detection in the network structure of multivariate high-dimensional time series
Martin Ondrus, Emily Olds, Ivor Cribben
Functional magnetic resonance imaging (fMRI) time series data presents a unique opportunity to understand the behavior of temporal brain connectivity, and models that uncover the c…