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stat.ME2026
Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
Wai Leong Ng, Xinyi Tang, Mun Lau Cheung +3
Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases b…
stat.ME2024
Predicting Future Change-points in Time Series
Chak Fung Choi, Chunxue Li, Chun Yip Yau +1
Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing…