38 citations · 62 across the 7 of their papers we have counts for
4 papers · 1 filter
High Dimensional Change Point Models for Two-Directional Data
Abhishek Kaul, Dipesh Baral, Stergios B. Fotopoulos +2
We develop methodology for recovery of change points for data observed on more than one temporal index where changes may occur simultaneous in both indices, where the spatial compo…
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…
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…
Change-point analysis in frequency domain for chronological data
Gyorgy H. Terdik, Stergios B. Fotopoulos, Venkata K. Jandhyala
The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested…