38 citations · 40 across the 3 of their papers we have counts for
5 papers
Inference on the change point in high dimensional time series models via plug in least squares
Abhishek Kaul, Stergios B. Fotopoulos, Venkata K. Jandhyala +1
We study a plug in least squares estimator for the change point parameter where change is in the mean of a high dimensional random vector under subgaussian or subexponential distri…
Inference on the change point with the jump size near the boundary of the region of detectability in high dimensional time series models
Abhishek Kaul, Venkata K Jandhyala, Stergios B Fotopoulos
We develop a projected least squares estimator for the change point parameter in a high dimensional time series model with a potential change point. Importantly we work under the s…
Detection and estimation of parameters in high dimensional multiple change point regression models via regularization and discrete optimization
Abhishek Kaul, Venkata K Jandhyala, Stergios B Fotopoulos
Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down…
An efficient two step algorithm for high dimensional change point regression models without grid search
Abhishek Kaul, Venkata K. Jandhyala, Stergios B. Fotopoulos
We propose a two step algorithm based on regularization for the detection and estimation of parameters of a high dimensional change point regression model and provi…
Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences
Stergios B. Fotopoulos, Venkata K. Jandhyala, Elena Khapalova
We derive exact computable expressions for the asymptotic distribution of the change-point mle when a change in the mean occurred at an unknown point of a sequence of time-ordered…