2 papers
econ.EM2021
Dynamic Network Quantile Regression Model
Xiu Xu, Weining Wang, Yongcheol Shin +1
We propose a dynamic network quantile regression model to investigate the quantile connectedness using a predetermined network information. We extend the existing network quantile…
math.ST2019
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Chao Zheng, Idris A. Eckley, Paul Fearnhead
A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the genera…